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Integration and Probability 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Malliavin, Paul 作者

Springer Verlag

Kay, L. 译者

1995-6 出版日期

343 页数

$ 101.64 价格

HRD

丛书系列

9780387944098 图书编码

Integration and Probability 在线电子书图书标签: 概率论数学 Statistics Springer Mathematics Math

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Integration and Probability 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Integration and Probability 在线电子书图书描述

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.

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