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.
Integration and Probability Free Download
April 6, 2022
You may also like
This text offers a comprehensive presentation of the mathematics required to tackle problems in economic analyses. To give a better understanding of the...
This book offers the reader an overview of recent developments of integral equations on time scales. It also contains elegant analytical and numerical methods...
ANALYSICS MATHEMATICS
Measure and Integral An Introduction to Real Analysis 2nd Edition by Richard L. Wheeden PDF
October 10, 2023
Now considered a classic text on the topic, Measure and Integral: An Introduction to Real Analysis provides an introduction to real analysis by first...
Add Comment