Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
£25.99
Part of CBMS-NSF Regional Conference Series in Applied Mathematics
- Author: Kiyosi Ito
- Date Published: November 1984
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
- format: Paperback
- isbn: 9780898711936
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A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces.
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×Product details
- Date Published: November 1984
- format: Paperback
- isbn: 9780898711936
- length: 80 pages
- dimensions: 252 x 172 x 9 mm
- weight: 0.148kg
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Table of Contents
Multi-Hilbertian spaces and their dual spaces
Infinite dimensional random variables and stochastic processes
Infinite dimensional stochastic differential equations.
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