Foundations of stochastic differential equations in infinite dimensional spaces
Kiyosi Ito
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.
种类:
年:
1987
出版:
1ST
出版社:
Society for Industrial and Applied Mathematics
语言:
english
页:
85
ISBN 10:
0898711932
ISBN 13:
9780898711936
系列:
CBMS-NSF regional conference series in applied mathematics 47
文件:
PDF, 6.65 MB
IPFS:
,
english, 1987