Exercises and Solutions Manual for Integration and Probability - Couverture souple

Letac, Gerard

 
9780387944210: Exercises and Solutions Manual for Integration and Probability

Synopsis

This book presents the problems and worked-out solutions for all the exercises in the text by Malliavin. It will be of use not only to mathematics teachers, but also to students using the text for self-study.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9781461242130: Exercises and Solutions Manual for Integration and Probability: by Paul Malliavin

Edition présentée

ISBN 10 :  1461242134 ISBN 13 :  9781461242130
Editeur : Springer, 2011
Couverture souple