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Measure and Integration Theory
Authors: ---
ISBN: 9783110866209 311086620X 3110167190 9783110167191 Year: 2011 Publisher: Berlin Boston

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Abstract

This book gives a straightforward introduction to the field as it is nowadays required in many branches of analysis and especially in probability theory. The first three chapters (Measure Theory, Integration Theory, Product Measures) basically follow the clear and approved exposition given in the author's earlier book on ""Probability Theory and Measure Theory"". Special emphasis is laid on a complete discussion of the transformation of measures and integration with respect to the product measure, convergence theorems, parameter depending integrals, as well as the Radon-Nikodym theorem.

Measure theory and integration
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ISBN: 9781904275046 1904275044 0857099523 9780857099525 Year: 2011 Publisher: Cambridge, England ; Philadelphia, Pennsylvania ; New Delhi, India : Woodhead Publishing,

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This text approaches integration via measure theory as opposed to measure theory via integration, an approach which makes it easier to grasp the subject. Apart from its central importance to pure mathematics, the material is also relevant to applied mathematics and probability, with proof of the mathematics set out clearly and in considerable detail. Numerous worked examples necessary for teaching and learning at undergraduate level constitute a strong feature of the book, and after studying statements of results of the theorems, students should be able to attempt the 300 problem exercises whi

Integration and harmonic analysis on compact groups
Author:
ISBN: 1139883593 1107365694 1107370434 1107360781 1107369134 1299403514 1107363233 0511662238 9781107360785 9780511662232 0521097177 9780521097178 Year: 1972 Publisher: Cambridge [England] University Press

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These notes provide a reasonably self-contained introductory survey of certain aspects of harmonic analysis on compact groups. The first part of the book seeks to give a brief account of integration theory on compact Hausdorff spaces. The second, larger part starts from the existence and essential uniqueness of an invariant integral on every compact Hausdorff group. Topics subsequently outlined include representations, the Peter-Weyl theory, positive definite functions, summability and convergence, spans of translates, closed ideals and invariant subspaces, spectral synthesis problems, the Hausdorff-Young theorem, and lacunarity.

Handbook of measure theory
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ISBN: 1283151537 9786613151537 0080533094 0444502637 Year: 2002 Publisher: Amsterdam, Netherlands : Elsevier,

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The main goal of this Handbook isto survey measure theory with its many different branches and itsrelations with other areas of mathematics. Mostly aggregating many classical branches of measure theory the aim of the Handbook is also to cover new fields, approaches and applications whichsupport the idea of ""measure"" in a wider sense, e.g. the ninth part of the Handbook. Although chapters are written of surveys in the variousareas they contain many special topics and challengingproblems valuable for experts and rich sources of inspiration.Mathematicians from other area

Functional integration
Authors: ---
ISBN: 9780521866965 9780511535062 9780521143578 9780511261428 051126142X 051125962X 9780511259623 0511260857 9780511260858 0511535066 0521866960 0521143578 1107170532 1280749407 9786610749409 0511320418 0511260296 9781107170537 9781280749407 661074940X 9780511320415 9780511260292 Year: 2006 Publisher: Cambridge Cambridge University Press

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Functional integration successfully entered physics as path integrals in the 1942 Ph.D. dissertation of Richard P. Feynman, but it made no sense at all as a mathematical definition. Cartier and DeWitt-Morette have created, in this book, a fresh approach to functional integration. The book is self-contained: mathematical ideas are introduced, developed, generalised and applied. In the authors' hands, functional integration is shown to be a robust, user-friendly and multi-purpose tool that can be applied to a great variety of situations, for example: systems of indistinguishable particles; Aharonov-Bohm systems; supersymmetry; non-gaussian integrals. Problems in quantum field theory are also considered. In the final part the authors outline topics that can be profitably pursued using material already presented.


Book
From Measures to Itô Integrals
Author:
ISBN: 9780511813115 9781107400863 9781139078870 1139078879 9781139081146 1139081144 0511813112 9781139083416 1139083414 1107400864 1107222451 1139076590 9786613111180 1139070878 1283111187 Year: 2011 Publisher: Cambridge New York Cambridge University Press

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From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theory. This text is ideal preparation for graduate-level courses in mathematical finance and perfect for any reader seeking a basic understanding of the mathematics underpinning the various applications of Itô calculus.


Book
Theory of charges
Authors: ---
ISBN: 0120957809 9780080874289 0080874282 0124109845 9780124109841 1282258486 9786612258480 9780120957804 Year: 1983 Volume: 109 Publisher: London New York Academic Press

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Theory of Charges

Integration.
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ISBN: 1281086622 9786611086626 3540353208 3540353194 Year: 2007 Publisher: Berlin : Springer,

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Intégration, Chapitres 1 à 4 Les Éléments de mathématique de Nicolas BOURBAKI ont pour objet une présentation rigoureuse, systématique et sans prérequis des mathématiques depuis leurs fondements. Ce sixième chaptire du Livre d’Intégration, sixième Livre des éléments de mathématique, étend la notion d’intégration à des mesure à valeurs dans des espaces vectoriels de Hausdorff localement convexes. Il contient également une note historique. Ce volume est une réimpression de l’édition de 1959.

Integration.
Author:
ISBN: 1281103179 9786611103170 3540353348 354035333X Year: 2007 Publisher: Berlin : Springer,

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Intégration, Chapitre 5 Les Éléments de mathématique de Nicolas BOURBAKI ont pour objet une présentation rigoureuse, systématique et sans prérequis des mathématiques depuis leurs fondements. Ce cinquième chaptire du Livre d’Intégration, sixième Livre des éléments de mathématique, traite notamment d’une generalisation du théorème des Lebesgue-Fubini et du théorème de Lebesque-Nikodym. Il contient également des notes historiques. Ce volume est une réimpression de l’édition de 1967.

A primer of Lebesgue integration
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ISBN: 1281024910 9786611024918 0080525733 0120839717 9780120839711 9780080525730 9781281024916 6611024913 Year: 2002 Publisher: San Diego Academic Press

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The Lebesgue integral is now standard for both applications and advanced mathematics. This books starts with a review of the familiar calculus integral and then constructs the Lebesgue integral from the ground up using the same ideas. A Primer of Lebesgue Integration has been used successfully both in the classroom and for individual study.Bear presents a clear and simple introduction for those intent on further study in higher mathematics. Additionally, this book serves as a refresher providing new insight for those in the field. The author writes with an engaging, commonsense style t

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