Intégration et analyse de Fourier, probabilités et analyse gaussienne / P. Malliavin et H. Airault
Type de document : MonographieCollection : Maîtrise de mathématiques puresLangue : français.Pays: France.Mention d'édition: 2e édition revue et augmentéeÉditeur : Paris : Masson, 1994Description : 1 vol. (226 p.) : couv. ill. en coul. ; 24 cmISBN: 9782225843365.ISSN: 0291-9087.Bibliographie : Index.Sujet MSC : 28-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration60A10, Foundations of probability theory, Probabilistic measure theory
42-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to harmonic analysis on Euclidean spaces
60G46, Probability theory and stochastic processes, Martingales and classical analysis
46E35, Functional analysis - Linear function spaces and their duals, Sobolev spaces and other spaces of "smooth'' functions, embedding theorems, trace theoremsEn-ligne : Zentralblatt
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Monographie
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CMI Salle 2 | Manuels MAL (Browse shelf(Opens below)) | Available | 10342-01 |
The new edition mainly adds a new Chapter V: “Espaces de Sobolev gaussiens infinis et calcul des variations stochastiques” with the subheadings “Espaces de probabilité gaussiens”, “Espaces de Sobolev gaussiens”, and “Continuité absolue de lois”, and an additional appendix on the change of variable formula with a new proof based on the variational method of Chapter V.
This additions improve an outstanding textbook even more.
Unfortunately, the editor has not updated the alphabetical index and not corrected the “Table des matières” (additions are without pagenumbers, the necessary shifts of numbering are missing). But this is only a “quantité négligeable”, indeed. (Zentralblatt)
Index
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