Integration and Probability

by Paul Malliavin

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 1461286948
• ISBN13: 9781461286943
• Release Date: August 2013
• Publisher: Springer
• Length: 326 Pages
• Weight: 1.09 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"