ENGLISH

Foundations of stochastic differential equations in infinite dimensional spaces

By Kiyosi Ito

Book information

Publisher
Society for Industrial and Applied Mathematics
Year
1987
ISBN
9780898711936, 0898711932
LCC
QA274.23 .I87 1984
Open Library ID
OL2870066M
Language
english
Format
PDF
Filesize
7 MB (6973074 bytes)
Series
CBMS-NSF regional conference series in applied mathematics 47
Edition
1ST
Pages
85\85
Time added
2010-05-31 15:29:46

Description

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.

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