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Stochastic Differential Equations in Infinite Dimensional Spaces || Front Matter


Book ID
124984547
Publisher
Institute of Mathematical Statistics
Year
1995
Weight
87 KB
Volume
26
Category
Article
ISSN
0749-2170

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Foundations of stochastic differential e
โœ Kiyosi Ito ๐Ÿ“‚ Library ๐Ÿ“… 1987 ๐Ÿ› Society for Industrial and Applied Mathematics ๐ŸŒ English โš– 684 KB

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 s