Second Order Partial Differential Equations in Hilbert Spaces
Edition: 1st edition
Publisher: Cambridge University Press
Published: October 15, 2002
Language: eng
Format: Paperback
Number of pages: 376
ISBN-13: 9780521777292
Subjects: Differential Equations; Probability & statistics; Mathematics; Differential equations, Partia; Science/Mathematics; Probability & Statistics - General; Differential Equations - Partial Differential Equations; Mathematics / General; Mathematics-Probability & Statistics - General; Differential equations, Partial; Hilbert space
First sentence: This chapter is devoted to some basic results on Gaussian measures on separable Hilbert spaces, including the Cameron-Martin and Feldman-Hajek formulae.