Foundations of stochastic differential equations in infinite dimensional spaces

Kiyosi Ito9780898711936, 0898711932

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.

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Table of contents :
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces……Page 1
Contents……Page 8
Preface……Page 10
Introduction……Page 12
CHAPTER 1 Multi-Hilbertian Spaces and Their Dual Spaces……Page 16
CHAPTER 2 Infinite Dimensional Random Variables and Stochastic Processes……Page 28
CHAPTER 3 Infinite Dimensional Stochastic Differential Equations……Page 66
References……Page 84