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An Introduction to Infinite-Dimensional Analysis (Record no. 425240)

000 -LEADER
fixed length control field	03308nam a22005175i 4500
020 ## - INTERNATIONAL STANDARD BOOKNUMBER
International Standard Book Number	9783540290216
--	978-3-540-29021-6
024 7# -
--	10.1007/3-540-29021-4
--	doi
040 ## -
--	ISI Library, Kolkata
050 #4 -
--	QA319-329.9
072 #7 -
--	PBKF
--	bicssc
072 #7 -
--	MAT037000
--	bisacsh
072 #7 -
--	PBKF
--	thema
082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER
Classification number	515.7
Edition number	23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name	Prato, Giuseppe Da.
Relator code	aut
--	http://id.loc.gov/vocabulary/relators/aut
245 13 - TITLE STATEMENT
Title	An Introduction to Infinite-Dimensional Analysis
Medium	[electronic resource] /
Statement of responsibility, etc	by Giuseppe Da Prato.
942 ## - ADDED ENTRY ELEMENTS(KOHA)
Koha item type	E-BOOKS
100 1# - MAIN ENTRY--PERSONAL NAME
--	author.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS
Place of production, publication, distribution, manufacture	Berlin, Heidelberg :
Name of producer, publisher, distributor, manufacturer	Springer Berlin Heidelberg,
Date of production, publication, distribution, manufacture	2006.
300 ## -
--	X, 208 p.
--	online resource.
336 ## - CONTENT TYPE
Content Type Term	text
Content Type Code	txt
Source	rdacontent
337 ## - MEDIA TYPE
Media Type Term	computer
Media Type Code	c
Source	rdamedia
338 ## - CARRIER TYPE
Carrier Type Term	online resource
Carrier Type Code	cr
Source	rdacarrier
347 ## -
--	text file
--	PDF
--	rda
490 1# -
--	Universitext,
--	0172-5939
505 0# -
--	Gaussian measures in Hilbert spaces -- The Cameron–Martin formula -- Brownian motion -- Stochastic perturbations of a dynamical system -- Invariant measures for Markov semigroups -- Weak convergence of measures -- Existence and uniqueness of invariant measures -- Examples of Markov semigroups -- L2 spaces with respect to a Gaussian measure -- Sobolev spaces for a Gaussian measure -- Gradient systems.
520 ## -
--	In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction – for an audience knowing basic functional analysis and measure theory but not necessarily probability theory – to analysis in a separable Hilbert space of infinite dimension. Starting 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 some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas'minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior.
650 #0 -
--	Functional analysis.
650 #0 -
--	Distribution (Probability theory.
650 #0 -
--	Differential equations, partial.
650 14 -
--	Functional Analysis.
--	http://scigraph.springernature.com/things/product-market-codes/M12066
650 24 -
--	Probability Theory and Stochastic Processes.
--	http://scigraph.springernature.com/things/product-market-codes/M27004
650 24 -
--	Partial Differential Equations.
--	http://scigraph.springernature.com/things/product-market-codes/M12155
710 2# -
--	SpringerLink (Online service)
773 0# -
--	Springer eBooks
776 08 -
--	Printed edition:
--	9783540815907
776 08 -
--	Printed edition:
--	9783540290209
776 08 -
--	Printed edition:
--	9783642421686
830 #0 -
--	Universitext,
--	0172-5939
856 40 -
--	https://doi.org/10.1007/3-540-29021-4
912 ## -
--	ZDB-2-SMA
950 ## -
--	Mathematics and Statistics (Springer-11649)

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Indian Statistical Institute Library, Kolkata

An Introduction to Infinite-Dimensional Analysis (Record no. 425240)