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Mathematical analysis --- 511 --- Number theory --- 511 Number theory --- Functions of real variables. --- Functions of several real variables --- Fonctions de plusieurs variables réelles --- Vector valued functions --- Fonctions vectorielles --- Functions of bounded variation --- Fonctions à variation bornée --- Fonctions de plusieurs variables réelles --- Fonctions à variation bornée

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Functions of real variables. --- Fonctions d'une variable réelle --- Denjoy integrals --- Denjoy, Intégrales de --- Measure theory. --- Mesure, Théorie de la --- Calculus, Integral. --- Calcul intégral --- Functions of several real variables. --- Functions of bounded variation. --- Fonctions de plusieurs variables réelles --- Fonctions à variation bornée --- Lebesgue, Intégrale de --- Analyse mathematique --- Primitives --- Analyse mathematique --- Primitives

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Functions of complex variables. --- Fonctions d'une variable complexe. --- Functions, Entire. --- Fonctions entières. --- Picard, Théorème de. --- Fonctions à variation bornée --- Functions of bounded variation --- Applications conformes --- Représentation des surfaces --- Conformal mapping --- Surfaces, Representation of --- Fonctions d'une variable complexe --- Fonctions entières. --- Picard, Théorème de. --- Fonctions à variation bornée --- Représentation des surfaces

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Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed increments. To remedy this defect, Itô interpreted Kolmogorov's famous forward equation as an equation that describes the integral curve of a vector field on the space of probability measures. Thus, in order to show how Itô's thinking leads to his theory of stochastic integral equations, Stroock begins with an account of integral curves on the space of probability measures and then arrives at stochastic integral equations when he moves to a pathspace setting. In the first half of the book, everything is done in the context of general independent increment processes and without explicit use of Itô's stochastic integral calculus. In the second half, the author provides a systematic development of Itô's theory of stochastic integration: first for Brownian motion and then for continuous martingales. The final chapter presents Stratonovich's variation on Itô's theme and ends with an application to the characterization of the paths on which a diffusion is supported. The book should be accessible to readers who have mastered the essentials of modern probability theory and should provide such readers with a reasonably thorough introduction to continuous-time, stochastic processes.

Markov processes. --- Stochastic difference equations. --- Itō, Kiyosi, --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Itō, K. --- Ito, Kiesi, --- Itō, Kiyoshi, --- 伊藤淸, --- 伊藤清, --- Itō, Kiyosi, --- Itō, Kiyosi, 1915-2008. --- Stochastic difference equations --- Difference equations --- Stochastic processes --- Abelian group. --- Addition. --- Analytic function. --- Approximation. --- Bernhard Riemann. --- Bounded variation. --- Brownian motion. --- Central limit theorem. --- Change of variables. --- Coefficient. --- Complete metric space. --- Compound Poisson process. --- Continuous function (set theory). --- Continuous function. --- Convergence of measures. --- Convex function. --- Coordinate system. --- Corollary. --- David Hilbert. --- Decomposition theorem. --- Degeneracy (mathematics). --- Derivative. --- Diffeomorphism. --- Differentiable function. --- Differentiable manifold. --- Differential equation. --- Differential geometry. --- Dimension. --- Directional derivative. --- Doob–Meyer decomposition theorem. --- Duality principle. --- Elliptic operator. --- Equation. --- Euclidean space. --- Existential quantification. --- Fourier transform. --- Function space. --- Functional analysis. --- Fundamental solution. --- Fundamental theorem of calculus. --- Homeomorphism. --- Hölder's inequality. --- Initial condition. --- Integral curve. --- Integral equation. --- Integration by parts. --- Invariant measure. --- Itô calculus. --- Itô's lemma. --- Joint probability distribution. --- Lebesgue measure. --- Linear interpolation. --- Lipschitz continuity. --- Local martingale. --- Logarithm. --- Markov chain. --- Markov process. --- Markov property. --- Martingale (probability theory). --- Normal distribution. --- Ordinary differential equation. --- Ornstein–Uhlenbeck process. --- Polynomial. --- Principal part. --- Probability measure. --- Probability space. --- Probability theory. --- Pseudo-differential operator. --- Radon–Nikodym theorem. --- Representation theorem. --- Riemann integral. --- Riemann sum. --- Riemann–Stieltjes integral. --- Scientific notation. --- Semimartingale. --- Sign (mathematics). --- Special case. --- Spectral sequence. --- Spectral theory. --- State space. --- State-space representation. --- Step function. --- Stochastic calculus. --- Stochastic. --- Stratonovich integral. --- Submanifold. --- Support (mathematics). --- Tangent space. --- Tangent vector. --- Taylor's theorem. --- Theorem. --- Theory. --- Topological space. --- Topology. --- Translational symmetry. --- Uniform convergence. --- Variable (mathematics). --- Vector field. --- Weak convergence (Hilbert space). --- Weak topology.

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Singular integrals are among the most interesting and important objects of study in analysis, one of the three main branches of mathematics. They deal with real and complex numbers and their functions. In this book, Princeton professor Elias Stein, a leading mathematical innovator as well as a gifted expositor, produced what has been called the most influential mathematics text in the last thirty-five years. One reason for its success as a text is its almost legendary presentation: Stein takes arcane material, previously understood only by specialists, and makes it accessible even to beginning graduate students. Readers have reflected that when you read this book, not only do you see that the greats of the past have done exciting work, but you also feel inspired that you can master the subject and contribute to it yourself. Singular integrals were known to only a few specialists when Stein's book was first published. Over time, however, the book has inspired a whole generation of researchers to apply its methods to a broad range of problems in many disciplines, including engineering, biology, and finance. Stein has received numerous awards for his research, including the Wolf Prize of Israel, the Steele Prize, and the National Medal of Science. He has published eight books with Princeton, including Real Analysis in 2005.

Functions of real variables. --- Harmonic analysis. --- Singular integrals. --- Multiplicateurs (analyse mathématique) --- Multipliers (Mathematical analysis) --- Functional analysis --- Harmonic analysis. Fourier analysis --- Functions of real variables --- Harmonic analysis --- Singular integrals --- Fonctions de variables réelles --- Analyse harmonique --- Intégrales singulières --- Fonctions de plusieurs variables réelles --- Calcul différentiel --- Functions of several real variables --- Differential calculus --- 517.518.5 --- Integrals, Singular --- Integral operators --- Integral transforms --- Analysis (Mathematics) --- Functions, Potential --- Potential functions --- Banach algebras --- Calculus --- Mathematical analysis --- Mathematics --- Bessel functions --- Fourier series --- Harmonic functions --- Time-series analysis --- Real variables --- Functions of complex variables --- 517.518.5 Theory of the Fourier integral --- Theory of the Fourier integral --- A priori estimate. --- Analytic function. --- Banach algebra. --- Banach space. --- Basis (linear algebra). --- Bessel function. --- Bessel potential. --- Big O notation. --- Borel measure. --- Boundary value problem. --- Bounded function. --- Bounded operator. --- Bounded set (topological vector space). --- Bounded variation. --- Boundedness. --- Cartesian product. --- Change of variables. --- Characteristic function (probability theory). --- Characterization (mathematics). --- Commutative property. --- Complex analysis. --- Complex number. --- Continuous function (set theory). --- Continuous function. --- Convolution. --- Derivative. --- Difference "ient. --- Difference set. --- Differentiable function. --- Dimension (vector space). --- Dimensional analysis. --- Dirac measure. --- Dirichlet problem. --- Distribution function. --- Division by zero. --- Dot product. --- Dual space. --- Equation. --- Existential quantification. --- Family of sets. --- Fatou's theorem. --- Finite difference. --- Fourier analysis. --- Fourier series. --- Fourier transform. --- Function space. --- Green's theorem. --- Harmonic function. --- Hilbert space. --- Hilbert transform. --- Homogeneous function. --- Infimum and supremum. --- Integral transform. --- Interpolation theorem. --- Interval (mathematics). --- Linear map. --- Lipschitz continuity. --- Lipschitz domain. --- Locally integrable function. --- Marcinkiewicz interpolation theorem. --- Mathematical induction. --- Maximal function. --- Maximum principle. --- Mean value theorem. --- Measure (mathematics). --- Modulus of continuity. --- Multiple integral. --- Open set. --- Order of integration. --- Orthogonality. --- Orthonormal basis. --- Partial derivative. --- Partial differential equation. --- Partition of unity. --- Periodic function. --- Plancherel theorem. --- Pointwise. --- Poisson kernel. --- Polynomial. --- Real variable. --- Rectangle. --- Riesz potential. --- Riesz transform. --- Scientific notation. --- Sign (mathematics). --- Singular integral. --- Sobolev space. --- Special case. --- Splitting lemma. --- Subsequence. --- Subset. --- Summation. --- Support (mathematics). --- Theorem. --- Theory. --- Total order. --- Unit vector. --- Variable (mathematics). --- Zero of a function. --- Fonctions de plusieurs variables réelles --- Calcul différentiel --- Multiplicateurs (analyse mathématique)