Intégration et analyse de Fourier, probabilités et analyse gaussienne / P. Malliavin et H. Airault

Auteur: Malliavin, Paul (1925-2010) - AuteurCo-auteur: Airault, Hélène - AuteurType de document: Monographie Collection: Maîtrise de mathématiques pures Langue: françaisPays: FranceÉditeur: Paris : Masson, 1994Edition: 2e édition revue et augmentéeDescription: 1 vol. (226 p.) : couv. ill. en coul. ; 24 cm ISBN: 9782225843365 ; br. Note: The new edition mainly adds a new Chapter V: “Espaces de Sobolev gaussiens infinis et calcul des variations stochastiques” with the subheadings “Espaces de probabilité gaussiens”, “Espaces de Sobolev gaussiens”, and “Continuité absolue de lois”, and an additional appendix on the change of variable formula with a new proof based on the variational method of Chapter V. This additions improve an outstanding textbook even more. Unfortunately, the editor has not updated the alphabetical index and not corrected the “Table des matières” (additions are without pagenumbers, the necessary shifts of numbering are missing). But this is only a “quantité négligeable”, indeed. (Zentralblatt)Bibliographie: Index. Sujets MSC: 28-01 Measure and integration -- Instructional exposition (textbooks, tutorial papers, etc.)
60A10 Probability theory and stochastic processes -- Foundations of probability theory -- Probabilistic measure theory
42-01 Harmonic analysis on Euclidean spaces -- Instructional exposition (textbooks, tutorial papers, etc.)
60G46 Probability theory and stochastic processes -- Stochastic processes -- Martingales and classical analysis
46E35 Functional analysis -- Linear function spaces and their duals -- Sobolev spaces and other spaces of “smooth” functions, embedding theorems, trace theorems
En-ligne: Zentralblatt
Location Call Number Status Date Due
Salle E 10342-01 / Agreg-SCD MAL (Browse Shelf) Available

The new edition mainly adds a new Chapter V: “Espaces de Sobolev gaussiens infinis et calcul des variations stochastiques” with the subheadings “Espaces de probabilité gaussiens”, “Espaces de Sobolev gaussiens”, and “Continuité absolue de lois”, and an additional appendix on the change of variable formula with a new proof based on the variational method of Chapter V.
This additions improve an outstanding textbook even more.
Unfortunately, the editor has not updated the alphabetical index and not corrected the “Table des matières” (additions are without pagenumbers, the necessary shifts of numbering are missing). But this is only a “quantité négligeable”, indeed. (Zentralblatt)

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