Gaussian Measures
Vladimir I. Bogachev(Author)
American Mathematical Society (Publisher)
Published on 30. June 2015
Book
Paperback/Softback
433 pages
978-1-4704-1869-4 (ISBN)
Description
This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.
More details
Series
Language
English
Place of publication
Providence
United States
Target group
Professional and scholarly
Dimensions
Height: 254 mm
Width: 178 mm
Weight
788 gr
ISBN-13
978-1-4704-1869-4 (9781470418694)
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Schweitzer Classification
Person
Vladimir I. Bogachev, Moscow State University, Russia.
Content
Finite dimensional Gaussian distributions
Infinite dimensional Gaussian distributions
Radon Gaussian measures
Convexity of Gaussian measures
Sobolev classes over Gaussian measures
Nonlinear transformations of Gaussian measures
Applications
Locally convex spaces, operators, and measures
Bibliographical comments
References
Index
Infinite dimensional Gaussian distributions
Radon Gaussian measures
Convexity of Gaussian measures
Sobolev classes over Gaussian measures
Nonlinear transformations of Gaussian measures
Applications
Locally convex spaces, operators, and measures
Bibliographical comments
References
Index