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Integration and Probability

Name: Integration and Probability
Brand: Springer-Verlag New York Inc.
SKU: 05247966
Price: 94.69 EUR
Availability: InStock
Author: Paul Malliavin
ISBN: 9780387944098

Paul Malliavin

Language

English

Book Hardback

Libristo code: 05247966

Publishers Springer-Verlag New York Inc., June 1995

This book is designed to be an introduction to analysis with the proper mix of abstract theories and... Full description

Libristo code: 05247966

232 b

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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.