An introduction to infinite-dimensional aalysis
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction for an audience knowing basic functional analysis and measure theory but not necessarily probability theory to analysis in a separable Hilbert space of...
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| Hoofdauteur: | |
|---|---|
| Formaat: | Livre numérique |
| Taal: | Anglais |
| Gepubliceerd in: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Reeks: | Universitext
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| Onderwerpen: | |
| Online toegang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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Description d'après consultation du 04 mars 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • An introduction to infinite-dimensional analysis, Giuseppe Da Prato, Berlin, Springer, 2006, 1 vol. (X-208 p.), Universitext, 3-540-29020-6 |
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| 009 | PPN123127564 | ||
| 020 | |a 9783540290216 | ||
| 041 | 0 | |a eng | |
| 082 | |a 515.7 | ||
| 084 | |a 37L55. 2000 | ||
| 084 | |a 60H10. 2000 | ||
| 084 | |a 46T12. 2000 | ||
| 100 | 1 | |a Da Prato, Giuseppe, |d 1936-2023, |c mathématicien. | |
| 245 | 1 | 0 | |a An introduction to infinite-dimensional aalysis |c Giuseppe Da Prato. |
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Universitext |x 0172-5939 | |
| 500 | |a Description d'après consultation du 04 mars 2011 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a Gaussian measures in Hilbert spaces The Cameron Martin formula Brownian motion Stochastic perturbations of a dynamical system Invariant measures for Markov semigroups Weak convergence of measures Existence and uniqueness of invariant measures Examples of Markov semigroups L2 spaces with respect to a Gaussian measure Sobolev spaces for a Gaussian measure Gradient systems | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction for an audience knowing basic functional analysis and measure theory but not necessarily probability theory to analysis in a separable Hilbert space of infinite dimension. Starting from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas'minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior | ||
| 650 | |a Hilbert, Espaces de | ||
| 650 | |a Théorie de la mesure | ||
| 650 | |a Analyse fonctionnelle | ||
| 776 | 0 | |0 108166368 |t An introduction to infinite-dimensional analysis |f Giuseppe Da Prato |c Berlin |n Springer |d 2006 |p 1 vol. (X-208 p.) |s Universitext |z 3-540-29020-6 | |
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| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-12CRCX9X-6 |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747900043 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/3-540-29021-4 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750913096 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/3-540-29021-4 |z Accès INSA CVL | |
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