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Könyv Integration and Probability Paul Malliavin

Integration and Probability

Szerző: Paul Malliavin
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer-Verlag New York Inc.
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
34 023 Ft
This book is designed to be an introduction to analysis with the proper mix of abstract theories and...

Információk a könyvről

Szerző
Paul Malliavin
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1995
oldal
326
EAN
9780387944098
ISBN
0387944095
Enbook ID
05247966
Kiadó
Springer-Verlag New York Inc.
Súly
640
Méretek
156 x 234 x 24

Teljes leírás

This book is designed to be an introduction to analysis with the proper mix of abstract theories and concrete problems. It starts with general measure theory, treats Borel and Radon measures (with particular attention paid to Lebesgue measure) and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev spaces, distributions, and the Fourier analysis of such. 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 to the existing literature gives the reader a taste of the fact that analysis is not a collection of independent theories but can be treated as a whole.

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