číslo produktu:129951
rezervujRok vydania: 2001
Vydavateľ: Springer
V prípade dlhodobého záujmu si urobte REZERVÁCIU a my vám odložíme žiadaný kus.
The lectures this volume collects were designed for an audience having basic knowledge of Functional Analysis and Measure Theory, but not familiar with Probability. The main aim is to give an introduction to Analysis in separable infinite-dimensional Hilbert spaces. The arguments the book deals with are: Gaussian measures, reproducing kernels, Cameron-Martin formula, Brownian motion, Wiener integral, invariant measures, ergodicity, mixing, Ito-Wiener decomposition.
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