Infinite Dimensional Analysis
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Infinite Dimensional Analysis
Author: Charalambos D. Aliprantis
language: en
Publisher: Springer Science & Business Media
Release Date: 2007-05-02
This monograph presents a study of modern functional analysis. It is intended for the student or researcher who could benefit from functional analytic methods, but does not have an extensive background and does not plan to make a career as a functional analyst.
An Introduction to Infinite-Dimensional Analysis
Author: Giuseppe Da Prato
language: en
Publisher: Springer Science & Business Media
Release Date: 2006-08-25
Based 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 to their long-time behavior.
Infinite Dimensional Analysis
Author: Charalambos D. Aliprantis
language: en
Publisher: Springer Science & Business Media
Release Date: 2013-03-14
In the nearly five years since the publication of what we refer to as The Hitchhiker's Guide, we have been the recipients of much advice and many complaints. That, combined with the economics of the publishing industry, convinced us that the world would be a better place if we published a second edition of our book, and made it available in paperback at a more modest price. The most obvious difference between the second and the original edition is the reorganization of material that resulted in three new chapters. Chap ter 4 collects many of the purely set-theoretical results about measurable structures such as semirings and a-algebras. The material in this chapter is quite independent from notions of measure and integration, and is easily ac cessible, so we thought it should come sooner. We also divided the chapter on correspondences into two separate chapters, one dealing with continuity, the other with measurability. The material on measurable correspondences is more detailed and, we hope, better written. We also put many of the representation theorems into their own Chapter 13. This arrangement has the side effect of forcing the renumbering of almost every result in the text, thus rendering the original version obsolete. We feel bad about that, but like Humpty Dumpty, we doubt we could put it back the way it was. The second most noticeable change is the addition of approximately seventy pages of new material.