An Introduction to Infinite-Dimensional Analysis
- Giuseppe Da Prato
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Know about the book -
An Introduction to Infinite-Dimensional Analysis is written by Giuseppe Da Prato and published by Springer Science & Business Media. It's available with International Standard Book Number or ISBN identification 3540290214 (ISBN 10) and 9783540290216 (ISBN 13).
Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts 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 basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.
