Introduction to Infinite Dimensional Stochastic Analusis (精装)

出版时间：2000-07-01  出版社：科学出版社  作者：Zhi-yuan Huang等编  

内容概要

This book offers a concise introduction to the rapidly expanding field of infinite dimensional stochastic analysis.It treats Malliavin calculus and whitenoise analysis in a single book,presenting thes

书籍目录

Preface
Chapter I  Foundations of Infinite Dimensional Analysis
1 Linear operators on Hilbert spaces
11 Basic notions, notations and lemmas
12 Closable, symmetric and self-adjoint oper