
1984 / ix + 70 pages / Softcover / ISBN: 9780898711936 / List Price $46.50 / SIAM/CBMS Member Price $32.55 / Order Code CB47
A systematic, selfcontained 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.
Contents
MultiHilbertian Spaces and Their Dual Spaces; Infinite Dimensional Random Variables and Stochastic Processes; Infinite Dimensional Stochastic Differential Equations.
ISBN: 9780898711936