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Item Details
Title: GAUSSIAN MEASURES
By: Vladimir I. Bogachev
Format: Hardback

List price: £97.50


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ISBN 10: 0821810545
ISBN 13: 9780821810545
Publisher: AMERICAN MATHEMATICAL SOCIETY
Pub. date: 15 September, 1998
Series: Mathematical Surveys and Monographs No. 62
Pages: 433
Description: Gives a systematic exposition of the modern theory of Gaussian measures. This work presents fundamental facts about finite and infinite dimensional Gaussian distributions. It covers topics including linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes.
Synopsis: This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with 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. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.
Illustrations: bibliography, references, index
Publication: US
Imprint: American Mathematical Society
Returns: Returnable
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