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Synopsis
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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Language Notes
Text: English (translation)
Original Language: French
Review
"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
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date1995
- ISBN 10 0387944095
- ISBN 13 9780387944098
- BindingHardcover
- LanguageEnglish
- Number of pages348
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Integration and Probability.
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New York: Springer-Verlag, 1995
ISBN 10: 0387944095
ISBN 13: 9780387944098
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