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Introduction Infinite Dimensional Stochastic by Zhi Yuan Huang (27 results)
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Hard Cover. Condition: Acceptable. No Jacket. Ex-library with the usual features. The interior is clean and tight. Binding is good. Cover shows light wear. 296 pages. Ex-Library.
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Introduction to Infinite Dimensional Stochastic Analysis (Mathematics and Its Applications)
Published by Kluwer Academic Publishers, 2001
ISBN 10: 079236208X ISBN 13: 9780792362081
Language: English
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Introduction to Infinite Dimensional Stochastic Analysis (Mathematics and Its Applications)
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Introduction to Infinite Dimensional Stochastic Analysis
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Introduction to Infinite Dimensional Stochastic Analysis
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Condition: New. pp. 312 Indexes.
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Introduction to Infinite Dimensional Stochastic Analysis
Published by Kluwer Academic Publishers, US, 2001
ISBN 10: 079236208X ISBN 13: 9780792362081
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
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Add to basketHardback. Condition: New. 2000 ed. The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy and M. Frechet, among others (see the preface to Levy[2]). Nevertheless, the most fruitful direction in this field is the infinite dimensional integration theory initiated by N. Wiener and A. N. Kolmogorov which is closely related to the developments of the theory of stochastic processes. It was Wiener who constructed for the first time in 1923 a probability measure on the space of all continuous functions (i. e. the Wiener measure) which provided an ideal math ematical model for Brownian motion. Then some important properties of Wiener integrals, especially the quasi-invariance of Gaussian measures, were discovered by R. Cameron and W. Martin[l, 2, 3]. In 1931, Kolmogorov[l] deduced a second partial differential equation for transition probabilities of Markov processes order with continuous trajectories (i. e. diffusion processes) and thus revealed the deep connection between theories of differential equations and stochastic processes. The stochastic analysis created by K. Ito (also independently by Gihman [1]) in the forties is essentially an infinitesimal analysis for trajectories of stochastic processes. By virtue of Ito's stochastic differential equations one can construct diffusion processes via direct probabilistic methods and treat them as function als of Brownian paths (i. e. the Wiener functionals).
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Introduction to Infinite Dimensional Stochastic Analysis
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Introduction to Infinite Dimensional Stochastic Analysis
Published by Kluwer Academic Publishers, US, 2001
ISBN 10: 079236208X ISBN 13: 9780792362081
Language: English
£ 132.45
Convert currency£ 65 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketHardback. Condition: New. 2000 ed. The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy and M. Frechet, among others (see the preface to Levy[2]). Nevertheless, the most fruitful direction in this field is the infinite dimensional integration theory initiated by N. Wiener and A. N. Kolmogorov which is closely related to the developments of the theory of stochastic processes. It was Wiener who constructed for the first time in 1923 a probability measure on the space of all continuous functions (i. e. the Wiener measure) which provided an ideal math ematical model for Brownian motion. Then some important properties of Wiener integrals, especially the quasi-invariance of Gaussian measures, were discovered by R. Cameron and W. Martin[l, 2, 3]. In 1931, Kolmogorov[l] deduced a second partial differential equation for transition probabilities of Markov processes order with continuous trajectories (i. e. diffusion processes) and thus revealed the deep connection between theories of differential equations and stochastic processes. The stochastic analysis created by K. Ito (also independently by Gihman [1]) in the forties is essentially an infinitesimal analysis for trajectories of stochastic processes. By virtue of Ito's stochastic differential equations one can construct diffusion processes via direct probabilistic methods and treat them as function als of Brownian paths (i. e. the Wiener functionals).
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paperback. Condition: New. Paperback. Pub Date: 1997-07-01 Pages: 367 Language: Chinese version of Publisher: Science Press theory of infinite dimensional stochastic analysis cited systematic introduction Malliavin white noise analysis and analysis of these two important areas of infinite dimensional stochastic analysis. Introduction of infinite dimensional stochastic analysis consists of five chapters. The first chapter introduces the basics of infinite dimensional analysis. .
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Introduction to Infinite Dimensional Stochastic Analysis
Published by Springer Netherlands, 2012
ISBN 10: 9401057982 ISBN 13: 9789401057981
Language: English
£ 82.26
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Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy and M. .
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Introduction to Infinite Dimensional Stochastic Analysis
Published by Springer Netherlands, 2001
ISBN 10: 079236208X ISBN 13: 9780792362081
Language: English
£ 82.26
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Add to basketGebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. aThe infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy an.
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Introduction to Infinite Dimensional Stochastic Analysis
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Add to basketHardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 645.
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£ 129.38
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Add to basketCondition: New. Print on Demand pp. 312 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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