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Foundations of stochastic differential equations in infinite dimensional spaces / Kiyosi ItoÌ.
- Format:
- Book
- Author/Creator:
- ItoÌ, Kiyosi, 1915-2008.
- Series:
- CBMS-NSF regional conference series in applied mathematics ; 47.
- CBMS-NSF regional conference series in applied mathematics ; 47
- Language:
- English
- Subjects (All):
- Stochastic differential equations.
- Function spaces.
- Physical Description:
- 1 online resource (ix, 70 p. )
- Place of Publication:
- Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1984.
- Language Note:
- English
- System Details:
- Mode of access: World Wide Web.
- System requirements: Adobe Acrobat Reader.
- Summary:
- 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.
- Contents:
- Multi-Hilbertian spaces and their dual spaces
- Infinite dimensional random variables and stochastic processes
- Infinite dimensional stochastic differential equations.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Includes bibliographical references (p. 69-70).
- Title from title screen, viewed 04/05/2011.
- ISBN:
- 1-61197-023-7
- Publisher Number:
- CB47 SIAM
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