Measures and Differential Equations in Infinite-Dimensional Space

Softcover Nachdruck of the original 1. Auflage 1991
ISBN: 978-94-010-5148-4
Verlag: Springer

Buch, Englisch, 337 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 540 g

Reihe: Mathematics and its Applications

Springer Book Archives

Zielgruppe

Research

Autoren/Hrsg.

Dalecky, Yu.L.

Fomin, S.V.

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Integralrechnungen- und -gleichungen
• Mathematik | Informatik Mathematik Mathematische Analysis Funktionentheorie, Komplexe Analysis

Inhaltsverzeichnis

I. Measures and quasimeasures. Integration.- 1. Realvalued measures on algebras of sets.- 2. Cylinder sets and cylindrical functions.- 3. Quasimeasures. Integration.- 4. Supplement: Some notions related to the topology of linear spaces.- 5. Chapter I: Supplementary remarks and historical comments.- II. Gaussian measures in Hilbert space.- 1. Gaussian measures in finite-dimensional spaces.- 2. Gaussian measures in Hilbert space.- 3. Measurable linear functionals and operators.- 4. Absolute continuity of Gaussian measures.- 5. Fourier-Wiener transformation.- 6. Complexvalued Gaussian quasimeasures.- 7. Chapter II: Supplementary re marks and historical comments.- III. Measures in linear topological spaces.- 1. ?-additivity conditions for nonnegative cylindrical measures in the space X' dual to a locally convex space X.- 2. Sequences of Radon measures.- 3. Chapter III: Supplementary remarks and historical comments.- IV. Differentiable measures and distributions.- 1. Differentiable functions, differentiable expressions.- 2. Differentiable measures.- 3. Distributions and generalized functions.- 4. Positive definiteness. Quasi-invariant distributions and bidistributions.- 5. Chapter IV: Supplementary remarks and historical comments.- V. Evolution differential equations.- 1. Weak solutions of evolution equations.- 2. Second order equations with variable coefficient.- 3. Chapter V: Supplementary remarks and historical comments.- VI. Integration in path space.- 1. Markov quasimeasures.- 2. Evolution families of operators.- 3. Linear evolution families and functional integrals.- 4. Nonlinear evolution families, and integrals in branching path space.- 5. Chapter VI: Supplementary remarks and historical comments.- VII. Probabilistic representations of solutions of parabolicequations and systems.- 1. Wiener process. Stochastic integrals.- 2. Stochastic differential equations.- 3. Operator multiplicative functionals and the evolution families determined by them.- 4. The Cauchy problem for second order parabolic systems.- 5. Chapter VII: Supplementary remarks and historical comments.- VIII. Smooth measures.- 1. Admissible operators.- 2. Admissibility of differential operators.- 3. Absolute continuity of smooth measures.- 4. Maps of spaces and admissible operators.- 5. Biorthogonal systems in L2(X, ?).- 6. Chapter VIII: Supplementary remarks and historical comments.- Supplement to chapters IV-V.- 1. Essentially infinite-dimensional elliptic operators.- 2. Properties of essentially infinite-dimensional elliptic operators, and solutions of the corresponding Cauchy problem.- 3. Existence of solutions of the Cauchy problem.- 4. Supplementary remarks and historical comments.- Supplement to chapter VII.- 1. Supplementary remarks and historical comments.