Integration and probability
by Paul Malliavin
- 0 Want to read
- 0 Currently reading
- 0 Have read
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.
Check nearby libraries
Buy this book
Previews available in: English
| Edition | Availability |
|---|---|
1
|
aaaa
Libraries near you:
WorldCat
|
Book Details
Edition Notes
Accompanied by: Exercises and solutions manual for Integration and probability / Gérard Letac. viii, 142 p. ; 24 cm.
Includes index.
Classifications
The Physical Object
ID Numbers
Source records
Scriblio MARC recordLibrary of Congress MARC record
Ithaca College Library MARC record
Library of Congress MARC record
Internet Archive item record
Internet Archive item record
Library of Congress MARC record
Better World Books record
marc_columbia MARC record
marc_columbia MARC record
harvard_bibliographic_metadata record
Community Reviews (0)
Feedback?
| September 28, 2024 | Edited by MARC Bot | import existing book |
| July 18, 2024 | Edited by MARC Bot | import existing book |
| July 17, 2024 | Edited by MARC Bot | import existing book |
| February 25, 2022 | Edited by ImportBot | import existing book |
| December 10, 2009 | Created by WorkBot | add works page |