Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 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. 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