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English

Gaussian Measures

Paperback • 2015 • 1. edition

Gaussian Measures

By Vladimir I. Bogachev

0 Ratings • 0.0 of 5

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About the book

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.

Book details

ISBN

9781470418694

Publisher

American Mathematical Society

Published year

2015

Language

Edition

1

Original title

Gaussian Measures

Format

Paperback

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