Integration in Hilbert Space by A. V. Skorohod.

Integration in function spaces arose in probability theory when a gen­ eral theory of random processes was constructed. Here credit is cer­ tainly due to N. Wiener, who constructed a measure in function space, integrals-with respect to which express the mean value of functionals of Brownian motion t...

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Bibliographic Details
Main Author: Skorohod, A. V. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1974.
Edition:1st ed. 1974.
Series:Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, A Series of Modern Surveys in Mathematics ; 79
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