An Introduction to Infinite-Dimensional Analysis formatIsbn:Hardcover - 9783540290209 RigVeda Sanhitá a Collection of

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An Introduction to Infinite-Dimensional Analysis formatIsbn:Hardcover - 9783540290209 RigVeda Sanhitá a Collection ofBased 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