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Edité par Springer Berlin Heidelberg, 2006
ISBN 10 : 3540290206 ISBN 13 : 9783540290209
Langue: anglais
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Ajouter au panierTaschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. 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.
Edité par Springer Berlin Heidelberg, 2014
ISBN 10 : 3642421687 ISBN 13 : 9783642421686
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. 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.
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Edité par Springer Berlin Heidelberg, Springer Berlin Heidelberg Jul 2006, 2006
ISBN 10 : 3540290206 ISBN 13 : 9783540290209
Langue: anglais
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Ajouter au panierTaschenbuch. Etat : Neu. Neuware -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.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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 228 pp. Englisch.
Edité par Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10 : 3642421687 ISBN 13 : 9783642421686
Langue: anglais
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. Neuware -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.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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 224 pp. Englisch.
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Ajouter au panierPaperback. Etat : Brand New. 1st edition. 208 pages. 9.00x6.00x0.50 inches. In Stock.
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Edité par Springer Berlin Heidelberg, 2014
ISBN 10 : 3642421687 ISBN 13 : 9783642421686
Langue: anglais
Vendeur : moluna, Greven, Allemagne
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Ajouter au panierEtat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. - Based on well-known lectures given at SNS Pisa- The author is a world leader in the field of infinite dimensional analysis, and the teacher of many other leaders. Has published very little in book for thus far- Contains new material on dy.