Foundations of stochastic differential equations in infinite dimensional spaces
| Main Author: | Ito, Kiyosi, author |
|---|---|
| Format: | Book Doctoral |
| Terbitan: |
Society for Industrial and Applied Mathematics
, 2002
|
| Subjects: | |
| Online Access: |
http://lib.ui.ac.id/file?file=digital/2017-5/20450769-Foundations of stochastic differential equations in infinite dimensional spaces.pdf |
Daftar Isi:
- 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.