Book contents
- Frontmatter
- Contents
- Preface
- I THEORY IN SPACES OF CONTINUOUS FUNCTIONS
- 1 Gaussian measures
- 2 Spaces of continuous functions
- 3 The heat equation
- 4 Poisson's equation
- 5 Elliptic equations with variable coefficients
- 6 Ornstein-Uhlenbeck equations
- 7 General parabolic equations
- 8 Parabolic equations in open sets
- II THEORY IN SOBOLEV SPACES
- III APPLICATIONS TO CONTROL THEORY
- IV APPENDICES
- Bibliography
- Index
1 - Gaussian measures
Published online by Cambridge University Press: 13 October 2009
- Frontmatter
- Contents
- Preface
- I THEORY IN SPACES OF CONTINUOUS FUNCTIONS
- 1 Gaussian measures
- 2 Spaces of continuous functions
- 3 The heat equation
- 4 Poisson's equation
- 5 Elliptic equations with variable coefficients
- 6 Ornstein-Uhlenbeck equations
- 7 General parabolic equations
- 8 Parabolic equations in open sets
- II THEORY IN SOBOLEV SPACES
- III APPLICATIONS TO CONTROL THEORY
- IV APPENDICES
- Bibliography
- Index
Summary
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- Publisher: Cambridge University PressPrint publication year: 2002