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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


Book
From Measures to Itô Integrals
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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 : a study of finitely additive measures
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.
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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.

Integration.
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ISBN: 1281102911 9786611102913 3540353291 3540353283 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 premier volume du Livre d’Intégration, sixième Livre du traité, est consacré aux fondements de la théorie de l’intégration, il comprend les chapitres : Inégalités de convexité ; Espaces de Riesz ; Mesures sur les espaces localement compacts ; Prolongement d’une mesure. Espaces Lp. Il contient également une note historique. Ce volume est une réimpression de l’édition de 1965.


Book
Measure, Integration & Real Analysis
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ISBN: 3030331431 3030331423 Year: 2020 Publisher: Cham Springer Nature

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This open access textbook welcomes students into the fundamental theory of measure, integration, and real analysis. Focusing on an accessible approach, Axler lays the foundations for further study by promoting a deep understanding of key results. Content is carefully curated to suit a single course, or two-semester sequence of courses, creating a versatile entry point for graduate studies in all areas of pure and applied mathematics. Motivated by a brief review of Riemann integration and its deficiencies, the text begins by immersing students in the concepts of measure and integration. Lebesgue measure and abstract measures are developed together, with each providing key insight into the main ideas of the other approach. Lebesgue integration links into results such as the Lebesgue Differentiation Theorem. The development of products of abstract measures leads to Lebesgue measure on Rn. Chapters on Banach spaces, Lp spaces, and Hilbert spaces showcase major results such as the Hahn–Banach Theorem, Hölder’s Inequality, and the Riesz Representation Theorem. An in-depth study of linear maps on Hilbert spaces culminates in the Spectral Theorem and Singular Value Decomposition for compact operators, with an optional interlude in real and complex measures. Building on the Hilbert space material, a chapter on Fourier analysis provides an invaluable introduction to Fourier series and the Fourier transform. The final chapter offers a taste of probability. Extensively class tested at multiple universities and written by an award-winning mathematical expositor, Measure, Integration & Real Analysis is an ideal resource for students at the start of their journey into graduate mathematics. A prerequisite of elementary undergraduate real analysis is assumed; students and instructors looking to reinforce these ideas will appreciate the electronic Supplement for Measure, Integration & Real Analysis that is freely available online.

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

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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.


Book
Descriptive set theory and forcing
Author:
ISBN: 1316731596 1316745104 1316747034 1316754758 131671697X 1316748960 9781316754757 1316752828 9781316752821 9781316716977 9781107168060 1107168066 Year: 2017 Publisher: Cambridge

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Since their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books in the series have been unavailable for years, but they are now in print once again. In this volume, the fourth publication in the Lecture Notes in Logic series, Miller develops the necessary features of the theory of descriptive sets in order to present a new proof of Louveau's separation theorem for analytic sets. While some background in mathematical logic and set theory is assumed, the material is based on a graduate course given by the author at the University of Wisconsin, Madison, and is thus accessible to students and researchers alike in these areas, as well as in mathematical analysis.


Book
The Bartle-Dunford-Schwartz integral : integration with respect to a sigma-additive vector measure
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ISBN: 1281862584 9786611862589 3764386029 3764386010 Year: 2008 Publisher: Basel ; Boston : Birkhauser,

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This volume is a thorough and comprehensive treatise on vector measures. The functions to be integrated can be either 0, infinity]- or real- or complex-valued and the vector measure can take its values in arbitrary locally convex Hausdorff spaces. Moreover, the domain of the vector measure does not have to be a sigma-algebra: it can also be a delta-ring. The book contains not only a large amount of new material but also corrects various errors in well-known results available in the literature. It will appeal to a wide audience of mathematical analysts.

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