An Introduction to Infinite-Dimensional Analysis by Giuseppe Da Prato
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An Introduction to Infinite-Dimensional Analysis

An Introduction to Infinite-Dimensional Analysis


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About the Book

Gaussian measures in Hilbert spaces.- The Cameron-Martin formula.- Brownian motion.- Stochastic perturbations of a dynamical system.- Invariant measures for Markov semigroups.- Weak convergence of measures.- Existence and uniqueness of invariant measures.- Examples of Markov semigroups.- L2 spaces with respect to a Gaussian measure.- Sobolev spaces for a Gaussian measure.- Gradient systems.
About the Author:

GIUSEPPE DA PRATO was born in La Spezia in 1936. Having graduated in Physics in 1960 from the University of Rome, he became full professor of Mathematics in 1968 and taught in Rome and in Trento. Since 1979 he has been Professor of Mathematical Analysis at the Scuola Normale Superiore di Pisa.

The scientific activity of Giuseppe Da Prato concerns infinite-dimensional analysis and partial differential stochastic equations (existence, uniqueness, invariant measures, ergodicity), with applications to optimal stochastic control.

Giuseppe Da Prato is the author of 5 other books, some co-authored with other international specialists, on control theory, stochastic differential equations and infinite dimensional Kolmogorov equations, and of more than 250 papers in international scientific journals.


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Product Details
  • ISBN-13: 9783642421686
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Binding: Paperback
  • Height: 234 mm
  • No of Pages: 208
  • Series Title: Universitext
  • Weight: 372 gr
  • ISBN-10: 3642421687
  • Publisher Date: 30 Nov 2014
  • Edition: 2006 ed.
  • Language: English
  • Returnable: N
  • Spine Width: 12 mm
  • Width: 156 mm


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