| 期刊全稱 | An Introduction to Infinite-Dimensional Analysis | | 影響因子2023 | Giuseppe Prato | | 視頻video | http://file.papertrans.cn/156/155292/155292.mp4 | | 發(fā)行地址 | Based on well-known lectures given at SNS Pisa.The author is a world leader in the field of infinite dimensional analysis, and the teacher of many other leaders. Has published very little in book for | | 學科分類 | Universitext | | 圖書封面 |  | | 影響因子 | .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.. | | Pindex | Textbook 2006 |
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