Essentials of integration theory for analysis / / Daniel W. Stroock |
Autore | Stroock Daniel W. |
Edizione | [Second edition.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
Descrizione fisica | 1 online resource (XVI, 285 p. 1 illus.) |
Disciplina | 515.42 |
Collana | Graduate Texts in Mathematics |
Soggetto topico |
Measure theory
Integration, Functional |
ISBN |
3-030-58478-X
9783030584788 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Notation -- 1. The Classical Theory.-2. Measures. -3. Lebesgue Integration.-4. Products of Measures.-5. Changes of Variable.-6. Basic Inequalities and Lebesgue Spaces.-7. Hilbert Space and Elements of Fourier Analysis.-8. Radon–Nikodym, Hahn, Daniell Integration, and Carathéodory- Index. |
Record Nr. | UNINA-9910484024903321 |
Stroock Daniel W. | ||
Cham, Switzerland : , : Springer, , [2020] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Essentials of integration theory for analysis / / Daniel W. Stroock |
Autore | Stroock Daniel W. |
Edizione | [Second edition.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
Descrizione fisica | 1 online resource (XVI, 285 p. 1 illus.) |
Disciplina | 515.42 |
Collana | Graduate Texts in Mathematics |
Soggetto topico |
Measure theory
Integration, Functional |
ISBN |
3-030-58478-X
9783030584788 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- Notation -- 1. The Classical Theory.-2. Measures. -3. Lebesgue Integration.-4. Products of Measures.-5. Changes of Variable.-6. Basic Inequalities and Lebesgue Spaces.-7. Hilbert Space and Elements of Fourier Analysis.-8. Radon–Nikodym, Hahn, Daniell Integration, and Carathéodory- Index. |
Record Nr. | UNISA-996418189503316 |
Stroock Daniel W. | ||
Cham, Switzerland : , : Springer, , [2020] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Gaussian Measures in Finite and Infinite Dimensions / / Daniel W. Stroock |
Autore | Stroock Daniel W. |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2023] |
Descrizione fisica | 1 online resource (152 pages) |
Disciplina | 515.42 |
Collana | Universitext Series |
Soggetto topico |
Gaussian measures
Mesures gaussianes |
Soggetto genere / forma | Llibres electrònics |
ISBN |
9783031231223
9783031231216 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Preface -- 1. Characteristic Functions -- 2. Gaussian Measures and Families -- 3. Gaussian Measures on a Banach Space -- 4. Further Properties and Examples of Abstract Wiener Spaces -- References -- Index. |
Record Nr. | UNINA-9910672435203321 |
Stroock Daniel W. | ||
Cham, Switzerland : , : Springer Nature Switzerland AG, , [2023] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Markov processes from K. Itô's perspective / / Daniel W. Stroock |
Autore | Stroock Daniel W. |
Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
Descrizione fisica | 1 online resource (289 p.) |
Disciplina | 519.2/33 |
Collana | Annals of Mathematics Studies |
Soggetto topico |
Markov processes
Stochastic difference equations |
Soggetto genere / forma | Electronic books. |
ISBN |
0-691-11542-7
1-4008-3557-7 |
Classificazione | SI 830 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
Record Nr. | UNINA-9910465209603321 |
Stroock Daniel W. | ||
Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Markov processes from K. Itô's perspective / / Daniel W. Stroock |
Autore | Stroock Daniel W. |
Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
Descrizione fisica | 1 online resource (289 p.) |
Disciplina | 519.2/33 |
Collana | Annals of Mathematics Studies |
Soggetto topico |
Markov processes
Stochastic difference equations |
Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
ISBN |
0-691-11542-7
1-4008-3557-7 |
Classificazione | SI 830 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
Record Nr. | UNINA-9910791958803321 |
Stroock Daniel W. | ||
Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Markov processes from K. Itô's perspective / / Daniel W. Stroock |
Autore | Stroock Daniel W. |
Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
Descrizione fisica | 1 online resource (289 p.) |
Disciplina | 519.2/33 |
Collana | Annals of Mathematics Studies |
Soggetto topico |
Markov processes
Stochastic difference equations |
Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
ISBN |
0-691-11542-7
1-4008-3557-7 |
Classificazione | SI 830 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
Record Nr. | UNINA-9910809577703321 |
Stroock Daniel W. | ||
Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Partial differential equations for probabalists [sic] / / Daniel W. Stroock [[electronic resource]] |
Autore | Stroock Daniel W. |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2008 |
Descrizione fisica | 1 online resource (xv, 215 pages) : digital, PDF file(s) |
Disciplina | 515/.353 |
Collana | Cambridge studies in advanced mathematics |
Soggetto topico |
Differential equations, Partial
Differential equations, Parabolic Differential equations, Elliptic Probabilities |
ISBN |
1-107-18681-1
1-281-94470-X 9786611944704 0-511-45607-7 0-511-45738-3 0-511-45431-7 0-511-45336-1 0-511-75525-2 0-511-45535-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem. |
Record Nr. | UNINA-9910453889603321 |
Stroock Daniel W. | ||
Cambridge : , : Cambridge University Press, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Partial differential equations for probabalists [sic] / / Daniel W. Stroock [[electronic resource]] |
Autore | Stroock Daniel W. |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2008 |
Descrizione fisica | 1 online resource (xv, 215 pages) : digital, PDF file(s) |
Disciplina | 515/.353 |
Collana | Cambridge studies in advanced mathematics |
Soggetto topico |
Differential equations, Partial
Differential equations, Parabolic Differential equations, Elliptic Probabilities |
ISBN |
1-107-18681-1
1-281-94470-X 9786611944704 0-511-45607-7 0-511-45738-3 0-511-45431-7 0-511-45336-1 0-511-75525-2 0-511-45535-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem. |
Altri titoli varianti | Partial differential equations for probabilists |
Record Nr. | UNINA-9910782217203321 |
Stroock Daniel W. | ||
Cambridge : , : Cambridge University Press, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|