{"product_id":"9783540290209","title":"Universitext","description":"\u003ch1\u003eUniversitext\u003c\/h1\u003e \u003ch2\u003eDa Prato, Giuseppe\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eIn this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction – for an audience knowing basic functional analysis and measure theory but not necessarily probability theory – to analysis in a separable Hilbert space of infinite dimension. \u003c\/p\u003e\n\u003cp\u003eStarting from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of  Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas'minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2006-07-03\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783540290209\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/3-540-29021-4\u003c\/p\u003e \u003cp\u003eDimensions: 297cm x210cm\u003c\/p\u003e \u003cp\u003ePages: 208\u003c\/p\u003e ","brand":"Springer Berlin Heidelberg","offers":[{"title":"Default Title","offer_id":46540662112396,"sku":"9783540290209","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783540290209.jpg?v=1775712694","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783540290209","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}