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An Introduction to Infinite-Dimensional Analysis
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An Introduction to Infinite-Dimensional Analysis Paperback - 2006

by Giuseppe Da Prato


From the publisher

In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction - for an audience knowing basic functional analysis and measure theory but not necessarily probability theory - to analysis in a separable Hilbert space of infinite dimension. Moreover, some details have been added as well as some new material on dynamical systems with dissipative nonlinearities and asymptotic behavior for gradient systems.

From the rear cover

In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction - for an audience knowing basic functional analysis and measure theory but not necessarily probability theory - to analysis in a separable Hilbert space of infinite dimension.

Starting 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 some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas'minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior.

Details

  • Title An Introduction to Infinite-Dimensional Analysis
  • Author Giuseppe Da Prato
  • Binding Paperback
  • Edition 1st
  • Pages 208
  • Volumes 1
  • Language ENG
  • Publisher Springer
  • Date 2006-07-03
  • Illustrated Yes
  • ISBN 9783540290209 / 3540290206
  • Weight 0.78 lbs (0.35 kg)
  • Dimensions 9.34 x 6.08 x 0.51 in (23.72 x 15.44 x 1.30 cm)
  • Library of Congress Catalog Number 2006924566
  • Dewey Decimal Code 530.8

About the author

GIUSEPPE DA PRATO was born in La Spezia in 1936. Having graduated in Physics in 1960 from the University of Rome, he became full professor of Mathematics in 1968 and taught in Rome and in Trento. Since 1979 he has been Professor of Mathematical Analysis at the Scuola Normale Superiore di Pisa.

The scientific activity of Giuseppe Da Prato concerns infinite-dimensional analysis and partial differential stochastic equations (existence, uniqueness, invariant measures, ergodicity), with applications to optimal stochastic control.

Giuseppe Da Prato is the author of 5 other books, some co-authored with other international specialists, on control theory, stochastic differential equations and infinite dimensional Kolmogorov equations, and of more than 250 papers in international scientific journals.

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