ENGLISH

Integration and probability

By Paul Malliavin , L. Kay , H. Airault , G. Letac

Book information

Publisher
Springer
Year
1995
ISBN
0387944095, 9780387944098
LCC
QA308 .M2713 1995
Google Books ID
KK4WC-Klw6sC
Open Library ID
OL1113045M
Language
english
Format
DJVU
Filesize
5 MB (5027936 bytes)
Series
Graduate texts in mathematics 157
Edition
1
Pages
349\349
Library
Kolxo3
DPI
600
Scanned
yes
Time added
2010-07-29 05:14:56

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.

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