Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces

Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces

Author: Kiyosi Ito

Publisher: SIAM

ISBN: 9780898711936

Category: Mathematics

Page: 78

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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.
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Language: en
Pages: 78
Authors: Kiyosi Ito
Categories: Mathematics
Type: BOOK - Published: 1984-11-01 - Publisher: SIAM

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.
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
Language: en
Pages:
Authors: Kiyoshi Ito
Categories: Mathematics
Type: BOOK - Published: 1983 - Publisher:

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