Integration and Probability

By:

Paul Malliavin

Format:

Hardback

Series:

Graduate Texts in Mathematics,

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Description

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.

Release date Australia

June 13th, 1995

Author

Paul Malliavin

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Contributors

Assisted by G. Letac
Assisted by H. Airault
Assisted by L. Kay
Translated by L. Kay

Illustrations

XXII, 326 p.

Pages

326

Series

Graduate Texts in Mathematics,

Dimensions

156x234x20

ISBN-13

9780387944098

Product ID

2818599

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