Description

Book Synopsis
Provides a systematic exposition of the modern theory of Gaussian measures. It presents 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.

Table of Contents
  • 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

Gaussian Measures

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A Paperback by Vladimir I. Bogachev

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    View other formats and editions of Gaussian Measures by Vladimir I. Bogachev

    Publisher: MP-AMM American Mathematical
    Publication Date: 6/30/2015 12:00:00 AM
    ISBN13: 9781470418694, 978-1470418694
    ISBN10: 147041869X
    Also in:
    Calculus and mathematical analysis

    Description

    Book Synopsis
    Provides a systematic exposition of the modern theory of Gaussian measures. It presents 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.

    Table of Contents
    • 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

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