Vladimir I. Bogachev's Books

Fokker–Planck–Kolmogorov Equations

By: Vladimir I. Bogachev,Nicolai V. Krylov,Michael Röckner,Stanislav V. Shaposhnikov

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Fokker–Planck–Kolmogorov Equations

By: Vladimir I. Bogachev,Nicolai V. Krylov,Michael Röckner,Stanislav V. Shaposhnikov

This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker–Planck–Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.

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Page Count

495

Publisher

American Mathematical Society

Published Date

ISBN 10

1470470098

ISBN 13

9781470470098

Gaussian Measures

By: Vladimir I. Bogachev

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Gaussian Measures

By: Vladimir I. Bogachev

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.

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Page Count

450

Publisher

American Mathematical Soc.

Published Date

ISBN 10

147041869X

ISBN 13

9781470418694

Measure Theory

By: Vladimir I. Bogachev

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Measure Theory

By: Vladimir I. Bogachev

This book giving an exposition of the foundations of modern measure theory offers three levels of presentation: a standard university graduate course, an advanced study containing some complements to the basic course, and, finally, more specialized topics partly covered by more than 850 exercises with detailed hints and references. Bibliographical comments and an extensive bibliography with 2000 works covering more than a century are provided.

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Page Count

1075

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540345140

ISBN 13

9783540345145

Weak Convergence of Measures

By: Vladimir I. Bogachev

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Weak Convergence of Measures

By: Vladimir I. Bogachev

This book provides a thorough exposition of the main concepts and results related to various types of convergence of measures arising in measure theory, probability theory, functional analysis, partial differential equations, mathematical physics, and other theoretical and applied fields. Particular attention is given to weak convergence of measures. The principal material is oriented toward a broad circle of readers dealing with convergence in distribution of random variables and weak convergence of measures. The book contains the necessary background from measure theory and functional analysis. Large complementary sections aimed at researchers present the most important recent achievements. More than 100 exercises (ranging from easy introductory exercises to rather difficult problems for experienced readers) are given with hints, solutions, or references. Historic and bibliographic comments are included. The target readership includes mathematicians and physicists whose research is related to probability theory, mathematical statistics, functional analysis, and mathematical physics.

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Page Count

301

Publisher

American Mathematical Society

Published Date

ISBN 10

147047798X

ISBN 13

9781470477981

Real and Functional Analysis

By: Vladimir I. Bogachev,Oleg G. Smolyanov

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Real and Functional Analysis

By: Vladimir I. Bogachev,Oleg G. Smolyanov

This book is based on lectures given at "Mekhmat", the Department of Mechanics and Mathematics at Moscow State University, one of the top mathematical departments worldwide, with a rich tradition of teaching functional analysis. Featuring an advanced course on real and functional analysis, the book presents not only core material traditionally included in university courses of different levels, but also a survey of the most important results of a more subtle nature, which cannot be considered basic but which are useful for applications. Further, it includes several hundred exercises of varying difficulty with tips and references. The book is intended for graduate and PhD students studying real and functional analysis as well as mathematicians and physicists whose research is related to functional analysis.

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Page Count

602

Publisher

Springer Nature

Published Date

ISBN 10

3030382192

ISBN 13

9783030382193

Weak Convergence of Measures

By: Vladimir I. Bogachev

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Weak Convergence of Measures

By: Vladimir I. Bogachev

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Solve jigsaw puzzle

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Page Count

302

Publisher

American Mathematical Soc.

Published Date

ISBN 10

147044738X

ISBN 13

9781470447380

Book's by Vladimir I. Bogachev

Fokker–Planck–Kolmogorov Equations

Fokker–Planck–Kolmogorov Equations

Gaussian Measures

Gaussian Measures

Measure Theory

Measure Theory

Weak Convergence of Measures

Weak Convergence of Measures

Real and Functional Analysis

Real and Functional Analysis

Weak Convergence of Measures

Weak Convergence of Measures

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