Item description for An Introduction to Infinite-Dimensional Analysis (Universitext) by Giuseppe Da Prato...
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.
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Est. Packaging Dimensions: Length: 9.45" Width: 6.3" Height: 0.59" Weight: 0.77 lbs.
Release Date Jul 28, 2006
ISBN 3540290206 ISBN13 9783540290209
Availability 146 units. Availability accurate as of Jan 23, 2017 10:10.
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More About Giuseppe Da Prato
Giuseppe Da Prato is Emeritus Professor at the Scuola Normale Superiore di Pisa. His research activity concerns: stochastic analysis, evolution equations both deterministic and stochastic, elliptic and parabolic equations with infinitely many variables, deterministic and stochastic control. On these subjects he has produced more than 350 papers in reviewed journals and eight books.
Giuseppe Da Prato currently resides in Pisa. Giuseppe Da Prato has an academic affiliation as follows - Scuola Normale Superiore, Pisa Scuola Normale, Italy Scuola Normale Su.