- Retrait gratuit dans votre magasin Club
- 7.000.000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
- Retrait gratuit dans votre magasin Club
- 7.000.000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
White Noise
An Infinite Dimensional Calculus
Takeyuki Hida, Hui-Hsiung Kuo, Jürgen Potthoff, L Streit
167,95 €
+ 335 points
Description
Many areas of applied mathematics call for an efficient calculus in infinite dimensions. This is most apparent in quantum physics and in all disciplines of science which describe natural phenomena by equations involving stochasticity. With this monograph we intend to provide a framework for analysis in infinite dimensions which is flexible enough to be applicable in many areas, and which on the other hand is intuitive and efficient. Whether or not we achieved our aim must be left to the judgment of the reader. This book treats the theory and applications of analysis and functional analysis in infinite dimensions based on white noise. By white noise we mean the generalized Gaussian process which is (informally) given by the time derivative of the Wiener process, i.e., by the velocity of Brownian mdtion. Therefore, in essence we present analysis on a Gaussian space, and applications to various areas of sClence. Calculus, analysis, and functional analysis in infinite dimensions (or dimension-free formulations of these parts of classical mathematics) have a long history. Early examples can be found in the works of Dirichlet, Euler, Hamilton, Lagrange, and Riemann on variational problems. At the beginning of this century, Frechet, Gateaux and Volterra made essential contributions to the calculus of functions over infinite dimensional spaces. The important and inspiring work of Wiener and Levy followed during the first half of this century. Moreover, the articles and books of Wiener and Levy had a view towards probability theory.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 520
- Langue:
- Anglais
- Collection :
- Tome:
- n° 253
Caractéristiques
- EAN:
- 9780792322337
- Date de parution :
- 31-03-93
- Format:
- Livre relié
- Format numérique:
- Genaaid
- Dimensions :
- 156 mm x 234 mm
- Poids :
- 920 g
