Foundations of stochastic differential equations in infinite dimensional spaces:
Gespeichert in:
Bibliographische Detailangaben
Beteilige Person: Itō, Kiyoshi 1915-2008 (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Philadelphia, Pa. Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) 1984
Schriftenreihe:CBMS-NSF regional conference series in applied mathematics 47
Schlagwörter:
Links:https://doi.org/10.1137/1.9781611970234
https://doi.org/10.1137/1.9781611970234
https://doi.org/10.1137/1.9781611970234
https://doi.org/10.1137/1.9781611970234
https://doi.org/10.1137/1.9781611970234
Beschreibung:Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader
Includes bibliographical references (s. 69-70)
Multi-Hilbertian spaces and their dual spaces -- Infinite dimensional random variables and stochastic processes -- Infinite dimensional stochastic differential equations
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
Umfang:1 Online-Ressource (ix, 70 Seiten)
ISBN:0898711932
9780898711936
DOI:10.1137/1.9781611970234