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Can I read An Introduction to Infinite-Dimensional Analysis (Universitext) on EtoBox?
An Introduction to Infinite-Dimensional Analysis (Universitext) by Giuseppe Da Prato is a nonfiction available to read on EtoBox.
What is An Introduction to Infinite-Dimensional Analysis (Universitext) about?
<p><P>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. <p>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.</p>
Who reads An Introduction to Infinite-Dimensional Analysis (Universitext)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Giuseppe Da Prato
- Publisher
- Springer-Verlag Berlin Heidelberg
- Published
- 2006
- Language
- EN
- ISBN
- 9783540290216
- Category
- nonfiction
- Subjects
- Mathematics, Science, Physics
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