Integration and Probability: 157 (Graduate Texts in Mathematics, 157) - Hardcover

Malliavin, Paul

 
9780387944098: Integration and Probability: 157 (Graduate Texts in Mathematics, 157)
Hardcover
ISBN 10: 0387944095 ISBN 13: 9780387944098
Verlag: Springer, 1995

Inhaltsangabe

An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to treat Borel and Radon measures and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev spaces, distributions, and the corresponding Fourier analysis. It continues with a Hilbertian treatment of the basic laws of probability including Doob’s martingale convergence theorem and finishes with Malliavin’s "stochastic calculus of variations" developed in the context of Gaussian measure spaces. This invaluable contribution gives a taste of the fact that analysis is not a collection of independent theories, but can be treated as a whole.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Críticas

"If I were asked to recommend texts to research students who need a grounding in integration theory this book would be on the list...The book is excellent" - C. Barnett, Imperial College of Science, Technology and Medicine, London

Reseña del editor

An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to treat Borel and Radon measures and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev spaces, distributions, and the corresponding Fourier analysis. It continues with a Hilbertian treatment of the basic laws of probability including Doob's martingale convergence theorem and finishes with Malliavin's "stochastic calculus of variations" developed in the context of Gaussian measure spaces. This invaluable contribution gives a taste of the fact that analysis is not a collection of independent theories, but can be treated as a whole.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
1995
Sprache
Englisch
ISBN 10 
0387944095
ISBN 13 
9780387944098
Einband
Tapa dura
Anzahl der Seiten
352
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Vorgestellte Ausgabe

ISBN 10:  1461286948 ISBN 13:  9781461286943
Verlag: Springer, 2013
Softcover