Solutions Manual of Integration and Probability by Paul Malliavin | 1st edition

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Download Solutions Manual of Integration and Probability 1st Edition by Gérard Letac in PDF format. This book is under the category Mathematics and bearing the ISBN13/ISBN10 9780387944210 . You may refer the table below for additional details of the book.

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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.

About the Author

Paul Malliavin was a French mathematician who made important contributions to harmonic analysis and stochastic analysis. He is known for the Malliavin calculus, an infinite dimensional calculus for functionals on the Wiener space and his probabilistic proof of Hörmander’s theorem.

Solutions Manual of Integration and Probability by Paul Malliavin | 1st edition ISBN 9780387944210

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Book Details

Solutions Manual of Integration and Probability by Paul Malliavin

AuthorsGérard Letac
Edition1st
ISBN(Text Book’s)9780387944210
LanguageEnglish
File FormatPDF
CategoryMathematics
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