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Gaussian Measures Vladimir I. Bogachev
Gaussian Measures
Vladimir I. Bogachev
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.
433 pages
| Media | Books Book |
| Released | June 30, 2015 |
| ISBN13 | 9781470418694 |
| Publishers | American Mathematical Society |
| Pages | 433 |
| Dimensions | 257 × 182 × 25 mm · 802 g |
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