Integration and Probability - Couverture rigide

Malliavin, Paul

Couverture rigide

ISBN 10 : 0387944095 ISBN 13 : 9780387944098

Editeur : Springer-Verlag New York Inc., 1995

Synopsis

It is a distinct pleasure to have the opportunity to introduce Professor Malliavin's book to the English-speaking mathematical world. In recent years there has been a noticeable retreat from the level of ab- straction at which graduate-level courses in analysis were previously taught in the United States and elsewhere. In contrast to the practices used in the 1950s and 1960s, when great emphasis was placed on the most general context for integration and operator theory, we have recently witnessed an increased emphasis on detailed discussion of integration over Euclidean space and related problems in probability theory, harmonic analysis, and partial differential equations. Professor Malliavin is uniquely qualified to introduce the student to anal- ysis with the proper mix of abstract theories and concrete problems. His mathematical career includes many notable contributions to harmonic anal- ysis, complex analysis, and related problems in probability theory and par- tial differential equations. Rather than developed as a thing-in-itself, the abstract approach serves as a context into which special models can be couched. For example, the general theory of integration is developed at an abstract level, and only then specialized to discuss the Lebesgue measure and integral on the real line. Another important area is the entire theory of probability, where we prefer to have the abstract model in mind, with no other specialization than total unit mass. Generally, we learn to work at an abstract level so that we can specialize when appropriate.

A propos du livre

Présentation de l'éditeur

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.

Revue de presse

"If I were asked to recommend texts to research students who need a grounding in integration theory this book would be on the list...The book is excellent" --C. Barnett, Imperial College of Science, Technology and Medicine, London

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 0387944095
• ISBN 13: 9780387944098
• Reliure: Relié
• Nombre de pages: 348
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne