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Book Cover for: Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces, Kiyosi Ito

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.

Book Details

  • Publisher: Society for Industrial and Applied Mathematic
  • Publish Date: Jan 1st, 1987
  • Pages: 80
  • Language: English
  • Edition: undefined - undefined
  • Dimensions: 0.00in - 0.00in - 0.00in - 0.00lb
  • EAN: 9780898711936
  • Categories: Probability & Statistics - General