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.
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Titolo: Gaussian measures
Autore:
Vladimir I. Bogachev
Editore: American Mathematical Society
Data di Pubblicazione: 2015
Pagine: 433
Formato: 2
ISBN: 9781470418694