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Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2006
ISBN 10: 3540290206 ISBN 13: 9783540290209
Language: English
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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Add to basketPaperback. Condition: Brand New. 1st edition. 208 pages. 9.00x6.00x0.50 inches. In Stock.
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Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642421687 ISBN 13: 9783642421686
Language: English
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Add to basketTaschenbuch. Condition: 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.
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Jul 2006, 2006
ISBN 10: 3540290206 ISBN 13: 9783540290209
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Add to basketTaschenbuch. Condition: 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.
Published by Springer Berlin Heidelberg, 2014
ISBN 10: 3642421687 ISBN 13: 9783642421686
Language: English
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Add to basketTaschenbuch. Condition: 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.
Published by Springer Berlin Heidelberg, 2006
ISBN 10: 3540290206 ISBN 13: 9783540290209
Language: English
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Add to basketTaschenbuch. Condition: 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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Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2006
ISBN 10: 3540290206 ISBN 13: 9783540290209
Language: English
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Add to basketHardcover. Condition: new. Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Published by Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642421687 ISBN 13: 9783642421686
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts 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 basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior. 224 pp. Englisch.