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An Introduction to Infinite Dimensional Analysis

Publications of the Scuola Normale Superiore / Crm Series

By (author) Giuseppe Da Prato
Format: Paperback
Publisher: Birkhauser Verlag AG, Pisa, Italy
Imprint: Scuola Normale Superiore
Published: 1st Oct 2001
ISBN-10: 8876423095
ISBN-13: 9788876423093
Barcode No: 9788876423093
The lectures this volume collects were designed for an audience having basic knowledge of Functional Analysis and Measure Theory, but not familiar with Probability. The main aim is to give an introduction to Analysis in separable infinite-dimensional Hilbert spaces. The arguments the book deals with are: Gaussian measures, reproducing kernels, Cameron-Martin formula, Brownian motion, Wiener integral, invariant measures, ergodicity, mixing, and Ito-Wiener decomposition.

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