Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces |
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| Author:
| Itó, Kiyosi |
| Series title: | CBMS-NSF Regional Conference Series in Applied Mathematics Ser. |
| ISBN: | 978-0-89871-193-6 |
| Publication Date: | Jan 1985 |
| Publisher: | Society for Industrial and Applied Mathematics
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| Book Format: | Paperback |
| List Price: | AUD $75.00 |
Book Description:
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Provides 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.
Provides 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.