Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Kiyosi Ito
January 1987
Paperback
9780898711936
CAD$45.95
Paperback
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.
Product details
January 1987Paperback
9780898711936
80 pages
252 × 172 × 9 mm
0.148kg
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Table of Contents
- Multi-Hilbertian spaces and their dual spaces
- Infinite dimensional random variables and stochastic processes
- Infinite dimensional stochastic differential equations.
