Integration and Probability (Paperback, 1995 ed.)

An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to treat Borel and Radon measures and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev spaces, distributions, and the corresponding Fourier analysis. 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 gives a taste of the fact that analysis is not a collection of independent theories, but can be treated as a whole.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Graduate Texts in Mathematics, 157
Release date:	August 2013
First published:	1995
Authors:	Paul Malliavin
Translators:	L. Kay
Assisted by:	H. Airault • L. Kay • G. Letac
Dimensions:	235 x 155 x 19mm (L x W x T)
Format:	Paperback
Pages:	326
Edition:	1995 ed.
ISBN-13:	978-1-4612-8694-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	1-4612-8694-8
Barcode:	9781461286943

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