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...
An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to t...
This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; principle of transfer from ordinary differential equations to stochastic differential equations; Malliavin calculus and elliptic estimates; stochastic Analysis in infinite dimension.
This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability sp...
This collection reflects the life's work of one of the great twentieth century French mathematicians. The three volumes cover Leray's seminal work in algebraic topology, fluid mechanics and PDE, and the theory of several complex variables. Including informed introductions by modern mathematicians.
This collection reflects the life's work of one of the great twentieth century French mathematicians. The three volumes cover Leray's seminal work ...
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...
An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to t...
Jean Leray (1906-1998) was one of the great French mathematicians of his century. His life's work can be divided into 3 major areas, reflected in these 3 volumes. Volume I, to which an Introduction has been contributed by A. Borel, covers Leray's seminal work in algebraic topology, where he created sheaf theory and discovered the spectral sequences. Volume II, with an introduction by P. Lax, covers fluid mechanics and partial differential equations. Leray demonstrated the existence of the infinite-time extension of weak solutions of the Navier-Stokes equations; 60 years later this profound...
Jean Leray (1906-1998) was one of the great French mathematicians of his century. His life's work can be divided into 3 major areas, reflected in thes...
Jean Leray (1906-1998) was one of the great French mathematicians of his century. His life's work can be divided into 3 major areas, reflected in these three volumes. Volume I, to which an Introduction has been contributed by A. Borel, covers Leray's seminal work in algebraic topology, where he created sheaf theory and discovered the spectral sequences. Volume II, with an introduction by P. Lax, covers fluid mechanics and partial differential equations. Leray demonstrated the existence of the infinite-time extension of weak solutions of the Navier-Stokes equations; 60 years later this...
Jean Leray (1906-1998) was one of the great French mathematicians of his century. His life's work can be divided into 3 major areas, reflected in thes...