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.
| ISBN: | 9780898711936 |
| Publication date: | 31st January 1985 |
| Author: | Kiyosi Ito |
| Publisher: | Society for Industrial and Applied Mathematics an imprint of SIAM - Society for Industrial and Applied Mathematics |
| Format: | Paperback |
| Pagination: | 70 pages |
| Series: | CBMS-NSF Regional Conference Series in Applied Mathematics |
| Genres: |
Stochastics Differential calculus and equations |