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An Introduction to Infinite-Dimensional Analysi

Giuseppe Da Prato

Resumen/Descripción – provisto por la editorial

No disponible.

Palabras clave – provistas por la editorial

Functional Analysis; Probability Theory and Stochastic Processes; Partial Differential Equations

Disponibilidad
Institución detectada Año de publicación Navegá Descargá Solicitá
No detectada 2006 SpringerLink

Información

Tipo de recurso:

libros

ISBN impreso

978-3-540-29020-9

ISBN electrónico

978-3-540-29021-6

Editor responsable

Springer Nature

País de edición

Reino Unido

Fecha de publicación

Información sobre derechos de publicación

© Springer 2006

Cobertura temática

Tabla de contenidos

Gaussian measures in Hilbert spaces

Palabras clave: Hilbert Space; Probability Measure; Product Measure; Gaussian Random Variable; Gaussian Measure.

Pp. 1-24

The Cameron–Martin formula

Palabras clave: Probability Measure; Product Measure; Gaussian Measure; Separable Hilbert Space; Borel Function.

Pp. 25-33

Brownian motion

Palabras clave: Brownian Motion; Probability Space; Gaussian Random Variable; Gaussian Measure; Standard Brownian Motion.

Pp. 35-49

Stochastic perturbations of a dynamical system

Pp. 51-67

Invariant measures for Markov semigroups

Pp. 69-82

Weak convergence of measures

Pp. 83-92

Existence and uniqueness of invariant measures

Palabras clave: Invariant Measure; Lyapunov Function; Invariant Probability Measure; Ergodic Measure; Markov Semigroup.

Pp. 93-108

Examples of Markov semigroups

Palabras clave: Gaussian Measure; Trace Class; Continuous Semigroup; Kolmogorov Equation; Markov Semigroup.

Pp. 109-123

L^2 spaces with respect to a Gaussian measure

Palabras clave: Orthonormal Basis; Closed Subspace; Real Hilbert Space; Gaussian Measure; Hermite Polynomial.

Pp. 125-135

Sobolev spaces for a Gaussian measure

Pp. 137-163