The Resource Integration and probability, Paul Malliavin, in cooperation with Hélène Airault, Leslie Kay, Gérard Letac

Integration and probability, Paul Malliavin, in cooperation with Hélène Airault, Leslie Kay, Gérard Letac

Label
Integration and probability
Title
Integration and probability
Statement of responsibility
Paul Malliavin, in cooperation with Hélène Airault, Leslie Kay, Gérard Letac
Creator
Contributor
Subject
Language
  • eng
  • fre
  • eng
Summary
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
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1925-2010
http://library.link/vocab/creatorName
Malliavin, Paul
Index
index present
LC call number
QA308
LC item number
.M2713 1995
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Letac, Gérard
http://library.link/vocab/subjectName
  • Calculus, Integral
  • Spectral theory (Mathematics)
  • Fourier analysis
  • intégration
  • calcul Malliavin
  • théorème convergence
  • distribution
  • théorie mesure
  • espace Sobolev
  • calcul variation
  • calcul stochastique
  • théorème limite
  • espace Hilbert
  • théorie Lebesgue
  • analyse Fourier
  • théorie spectrale
  • calcul intégral
  • Calcul intégral
  • Spectre (Mathématiques)
  • Fourier, Analyse de
  • Calculus, Integral
  • Fourier analysis
  • Spectral theory (Mathematics)
  • Integraalrekening
  • Spectraaltheorie
  • Fourier-analyse
  • Analyse mathématique
  • Fonctions (mathématiques)
  • Théorie spectrale (mathématiques)
  • Fourier, Analyse de
  • Calcul intégral
  • Analyse stochastique
  • Probabilités
Label
Integration and probability, Paul Malliavin, in cooperation with Hélène Airault, Leslie Kay, Gérard Letac
Instantiates
Publication
Note
  • Accompanied by: Exercises and solutions manual for Integration and probability / Gérard Letac (viii, 142 p. ; 24 cm.) New York : Springer-Verlag, c1995. Call number: QA308.M2713 1995 Suppl
  • Includes index
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
I. Measurable Spaces and Integrable Functions -- II. Borel Measures and Radon Measures -- III. Fourier Analysis -- IV. Hilbert Space Methods and Limit Theorems in Probability Theory -- V. Gaussian Sobolev Spaces and Stochastic Calculus of Variations -- Appendix I. Hilbert Spectral Analysis -- Appendix II. Infinitesimal and Integrated Forms of the Change-of-Variables Formula
Dimensions
25 cm.
Extent
xxi, 322 pages
Isbn
9780387944210
Lccn
94038936
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)31374458
  • (OCoLC)ocm31374458
Label
Integration and probability, Paul Malliavin, in cooperation with Hélène Airault, Leslie Kay, Gérard Letac
Publication
Note
  • Accompanied by: Exercises and solutions manual for Integration and probability / Gérard Letac (viii, 142 p. ; 24 cm.) New York : Springer-Verlag, c1995. Call number: QA308.M2713 1995 Suppl
  • Includes index
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
I. Measurable Spaces and Integrable Functions -- II. Borel Measures and Radon Measures -- III. Fourier Analysis -- IV. Hilbert Space Methods and Limit Theorems in Probability Theory -- V. Gaussian Sobolev Spaces and Stochastic Calculus of Variations -- Appendix I. Hilbert Spectral Analysis -- Appendix II. Infinitesimal and Integrated Forms of the Change-of-Variables Formula
Dimensions
25 cm.
Extent
xxi, 322 pages
Isbn
9780387944210
Lccn
94038936
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)31374458
  • (OCoLC)ocm31374458

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