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Gaussian Measures (Mathematical Surveys and Monographs)

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ISBN-10:

147041869X

ISBN-13:

9781470418694

Author(s): Vladimir I. Bogachev
Released: Mar 13, 2015
Publisher: American Mathematical Society
Format: Paperback, 433 pages
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Description:

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.

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