Differentiable Measures and the Malliavin Calculus - 9780821849934
Un libro in lingua di Bogachev Vladimir I. edito da Amer Mathematical Society, 2010
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Based on a course taught most recently at Moscow State University, this graduate textbook introduces the theory of classical Sobolev spaces and describes the properties of measures on infinite dimensional spaces that are analogous to such properties as the existence and smoothness of densities of measures with respect to Lebesgue measure on IRn. Later chapters develop Sobolev classes over infinite dimensional spaces and the principles of Malliavin calculus for studying the smoothness of induced measures. Annotation ©2010 Book News, Inc., Portland, OR (booknews.com)
Informazioni bibliografiche
- Titolo del Libro in lingua: Differentiable Measures and the Malliavin Calculus
- Lingua: English
- Autore: Bogachev Vladimir I.
- Editore: Amer Mathematical Society
- Collana: (Hardcover)
- Data di Pubblicazione: 01 Gennaio '10
- Genere: MATHEMATICS
- Argomenti : Measure theory Theory of distributions (Functional analysis Sobolev spaces
- Pagine: 501
- ISBN-10: 082184993X
- EAN-13: 9780821849934