An introduction to infinite-dimensional analysis

DOI10.1007/3-540-29021-4zbMath1109.46001OpenAlexW4214686751MaRDI QIDQ2503762

Giuseppe Da Prato

Publication date: 22 September 2006

Published in: Universitext (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-29021-4

zbMATH Keywords

Sobolev spacesinvariant measuresMarkov semigroupsGaussian measuresGaussian measureCameron-Martin formulagradient systemsinfinite chain

Mathematics Subject Classification ID

Brownian motion (60J65) Markov semigroups and applications to diffusion processes (47D07) Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Vector-valued measures and integration (46G10)

Related Items (only showing first 100 items - show all)

On global normal linear approximations for nonlinear Bayesian inverse problems ⋮ First order $k$-th moment finite element analysis of nonlinear operator equations with stochastic data ⋮ Metric growth dynamics in Liouville quantum gravity ⋮ Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes ⋮ Sobolev embeddings in infinite dimensions ⋮ Infinite dimensional piecewise deterministic Markov processes ⋮ Are Minimizers of the Onsager–Machlup Functional Strong Posterior Modes? ⋮ Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation ⋮ Large deviations principle for the cubic NLS equation ⋮ Numerical ergodicity of two dimensional stochastic Navier-Stokes equations with Gaussian noise ⋮ Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics ⋮ On a Dynamic Variant of the Iteratively Regularized Gauss–Newton Method with Sequential Data ⋮ A greedy sensor selection algorithm for hyperparameterized linear Bayesian inverse problems with correlated noise models ⋮ Residual-based error correction for neural operator accelerated Infinite-dimensional Bayesian inverse problems ⋮ Resolvent algebra in Fock-Bargmann representation ⋮ Invariant measures for uncountable random interval homeomorphisms ⋮ The statistical theory of the angiogenesis equations ⋮ Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis ⋮ Exponential decay of matrix Φ-entropies on Markov semigroups with applications to dynamical evolutions of quantum ensembles ⋮ N-TERM WIENER CHAOS APPROXIMATION RATES FOR ELLIPTIC PDEs WITH LOGNORMAL GAUSSIAN RANDOM INPUTS ⋮ Bid-Ask Spread Modelling, a Perturbation Approach ⋮ Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review ⋮ Variational Bayes' Method for Functions with Applications to Some Inverse Problems ⋮ Forward-backward stochastic equations: a functional fixed point approach ⋮ Stable splittings of Hilbert spaces of functions of infinitely many variables ⋮ Probability measures on infinite-dimensional Stiefel manifolds ⋮ Tightness of Liouville first passage percolation for \(\gamma \in (0,2)\) ⋮ Relative entropy minimization over Hilbert spaces via Robbins-Monro ⋮ Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality ⋮ Brownian motion, martingales and Itô formula in Clifford analysis ⋮ hp-FEM for second moments of elliptic PDEs with stochastic data. I. Analytic regularity ⋮ A logical theory of localization ⋮ Spectral projections correlation structure for short-to-long range dependent processes ⋮ Fast cooling for a system of stochastic oscillators ⋮ Ergodicity and loss of capacity for a random family of concave maps ⋮ \(L^2\) estimates and existence theorems for the \(\overline{\partial}\) operators in infinite dimensions. I ⋮ Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems ⋮ Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study ⋮ Kernel methods for the approximation of some key quantities of nonlinear systems ⋮ The Kolmogorov-Obukhov statistical theory of turbulence ⋮ Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises ⋮ Bayesian inverse problems with unknown operators ⋮ Infinite-dimensional Bayesian approach for inverse scattering problems of a fractional Helmholtz equation ⋮ Analysis of a Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise ⋮ Long- and short-time behaviour of hypocoercive-type operators in infinite dimensions: An analytic approach ⋮ Smoothness of continuous state branching with immigration semigroups ⋮ Conjugate dynamics on center-manifolds for stochastic partial differential equations ⋮ Solution of a Cauchy problem for a diffusion equation in a Hilbert space by a Feynman formula ⋮ Stein Variational Gradient Descent on Infinite-Dimensional Space and Applications to Statistical Inverse Problems ⋮ The Gaussian structure of the singular stochastic Burgers equation ⋮ BV functions in a Hilbert space with respect to a Gaussian measure ⋮ A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations ⋮ Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading ⋮ High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions ⋮ Karhunen–Loève decomposition of Gaussian measures on Banach spaces ⋮ An optimal control approach to the optical flow problem ⋮ Testing for the significance of functional covariates ⋮ A note on the Karhunen-Loève expansions for infinite-dimensional Bayesian inverse problems ⋮ Robot location estimation in the situation calculus ⋮ Scalable Optimization-Based Sampling on Function Space ⋮ Infinite-dimensional porous media equations and optimal transportation ⋮ Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme ⋮ On the continuous series for \(\widehat{sl(2,\mathbb R)}\) ⋮ On mild solutions of gradient systems in Hilbert spaces ⋮ Reasoning about discrete and continuous noisy sensors and effectors in dynamical systems ⋮ Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems ⋮ A note on Lusin-type approximation of Sobolev functions on Gaussian spaces ⋮ Sobolev regularity for a class of second order elliptic PDE's in infinite dimension ⋮ Surface measures in infinite dimension ⋮ Traces of Sobolev functions on regular surfaces in infinite dimensions ⋮ The Kolmogorov-Obukhov-She-Leveque scaling in turbulence ⋮ Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations ⋮ A Hybrid Adaptive MCMC Algorithm in Function Spaces ⋮ Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems ⋮ Optimal Design of Large-scale Bayesian Linear Inverse Problems Under Reducible Model Uncertainty: Good to Know What You Don't Know ⋮ An Adaptive Independence Sampler MCMC Algorithm for Bayesian Inferences of Functions ⋮ A Sequential Sensor Selection Strategy for Hyper-Parameterized Linear Bayesian Inverse Problems ⋮ Optimal Stopping Problems for a Family of Continuous-Time Markov Processes ⋮ Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces ⋮ Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes ⋮ On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference ⋮ Lusin-type approximation of Sobolev by Lipschitz functions, in Gaussian and \(\mathrm{RCD}(K,\infty)\) spaces ⋮ Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme ⋮ Rigidity and stability of Caffarelli's log-concave perturbation theorem ⋮ On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity ⋮ Invariant measures of Gaussian type for 2D turbulence ⋮ Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions ⋮ Optimal regularity results in spaces of Hölder continuous functions for some infinite dimensional Ornstein - Uhlenbeck semigroup ⋮ On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces ⋮ Ergodicity of Markov semigroups with Hörmander type generators in infinite dimensions ⋮ Sharp tunneling estimates for a double-well model in infinite dimension ⋮ Towards a theory of BV functions in abstract Wiener spaces ⋮ Mitigating the influence of the boundary on PDE-based covariance operators ⋮ Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups ⋮ A weak space-time formulation for the linear stochastic heat equation ⋮ Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces ⋮ Asymptotic behavior of stochastic wave equations with critical exponents on $\mathbb{R}^{3}$ ⋮ Spectral decomposition of fractional operators and a reflected stable semigroup ⋮ Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model

This page was built for publication: An introduction to infinite-dimensional analysis