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Gaussian Measures

Vladimir Igorevich Bogachev

出版	American Mathematical Soc., 1998
主題	Mathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN	08218105459780821810545
URL	http://books.google.com.hk/books?id=STryBwAAQBAJ&hl=&source=gbs_api
EBook	SAMPLE

註釋

This text provides 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.