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Gaussian Measures Vladimir I. Bogachev
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Gaussian Measures
Vladimir I. Bogachev
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.
433 pages
| Media | Boeken Book |
| Vrijgegeven | 30 juni 2015 |
| ISBN13 | 9781470418694 |
| Uitgevers | American Mathematical Society |
| Pagina's | 433 |
| Afmetingen | 257 × 182 × 25 mm · 802 g |