Gaussian Measures (Mathematical Surveys and Monographs)

Gaussian Measures (Mathematical Surveys and Monographs)

By: Vladimir I. Bogachev

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Year: 1998
Pages: 449
Language: English
Published: American Mathematical Society

This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with 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. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.