Gaussian measures
Auteur :
Bogachev, Vladimir I.
Éditeur :
American Mathematical Society
ISBN :
9781470418694
Date de publication :
30 juin 2015
Dimensions :
25,4 x 17,8 cm
Poids :
788 g
Langue :
Anglais
Pays d'origine :
USA
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.