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Essentials of integration theory for analysis / / Daniel W. Stroock
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
Opac: Controlla la disponibilità qui
Essentials of integration theory for analysis / / Daniel W. Stroock
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
Opac: Controlla la disponibilità qui
Gaussian Measures in Finite and Infinite Dimensions / / Daniel W. Stroock
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
Opac: Controlla la disponibilità qui
Markov processes from K. Itô's perspective / / Daniel W. Stroock
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
Opac: Controlla la disponibilità qui
Markov processes from K. Itô's perspective / / Daniel W. Stroock
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
Opac: Controlla la disponibilità qui
Markov processes from K. Itô's perspective / / Daniel W. Stroock
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
Opac: Controlla la disponibilità qui
Partial differential equations for probabalists [sic] / / Daniel W. Stroock [[electronic resource]]
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
Opac: Controlla la disponibilità qui
Partial differential equations for probabalists [sic] / / Daniel W. Stroock [[electronic resource]]
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
Opac: Controlla la disponibilità qui