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...
Enregistré dans:
| Hovedforfatter: | |
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| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Serier: | Universitext
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| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
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 |
Indholdsfortegnelse:
- 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