Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
| Author | : Kiyosi Ito |
| Publisher | : SIAM |
| Total Pages | : 79 |
| Release | : 1984-01-01 |
| ISBN-10 | : 1611970237 |
| ISBN-13 | : 9781611970234 |
| Rating | : 4/5 (37 Downloads) |
Book Synopsis Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces by : Kiyosi Ito
Download or read book Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces written by Kiyosi Ito and published by SIAM. This book was released on 1984-01-01 with total page 79 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
