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Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces

Kiyosi Ito



CBMS-NSF Regional Conference Series in Applied Mathematics 47

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.

Contents

Multi-Hilbertian Spaces and Their Dual Spaces; Infinite Dimensional Random Variables and Stochastic Processes; Infinite Dimensional Stochastic Differential Equations.

1984 / ix + 70 pages / Softcover / ISBN-13: 978-0-898711-93-6 / ISBN-10: 0-89871-193-2 /
List Price $44.50 / SIAM/CBMS Member Price $31.15 / Order Code CB47
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