Introduction to Measure Theory and Integration

Author: Luigi Ambrosio
Publisher: Springer Science & Business Media
ISBN: 8876423869
Format: PDF, Mobi
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This textbook collects the notes for an introductory course in measure theory and integration. The course was taught by the authors to undergraduate students of the Scuola Normale Superiore, in the years 2000-2011. The goal of the course was to present, in a quick but rigorous way, the modern point of view on measure theory and integration, putting Lebesgue's Euclidean space theory into a more general context and presenting the basic applications to Fourier series, calculus and real analysis. The text can also pave the way to more advanced courses in probability, stochastic processes or geometric measure theory. Prerequisites for the book are a basic knowledge of calculus in one and several variables, metric spaces and linear algebra. All results presented here, as well as their proofs, are classical. The authors claim some originality only in the presentation and in the choice of the exercises. Detailed solutions to the exercises are provided in the final part of the book.

A Course on Integration Theory

Author: Nicolas Lerner
Publisher: Springer
ISBN: 3034806949
Format: PDF, ePub, Docs
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This textbook provides a detailed treatment of abstract integration theory, construction of the Lebesgue measure via the Riesz-Markov Theorem and also via the Carathéodory Theorem. It also includes some elementary properties of Hausdorff measures as well as the basic properties of spaces of integrable functions and standard theorems on integrals depending on a parameter. Integration on a product space, change of variables formulas as well as the construction and study of classical Cantor sets are treated in detail. Classical convolution inequalities, such as Young's inequality and Hardy-Littlewood-Sobolev inequality are proven. The Radon-Nikodym theorem, notions of harmonic analysis, classical inequalities and interpolation theorems, including Marcinkiewicz's theorem, the definition of Lebesgue points and Lebesgue differentiation theorem are further topics included. A detailed appendix provides the reader with various elements of elementary mathematics, such as a discussion around the calculation of antiderivatives or the Gamma function. The appendix also provides more advanced material such as some basic properties of cardinals and ordinals which are useful in the study of measurability.​

Introduction to Stochastic Analysis and Malliavin Calculus

Author: Giuseppe Da Prato
Publisher: Springer
ISBN: 8876424997
Format: PDF, ePub
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This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of courses delivered at the Scuola Normale Superiore di Pisa (and also at the Trento and Funchal Universities) and has been refined over several years of teaching experience in the subject. The lectures are addressed to a reader who is familiar with basic notions of measure theory and functional analysis. The first part is devoted to the Gaussian measure in a separable Hilbert space, the Malliavin derivative, the construction of the Brownian motion and Itô's formula. The second part deals with differential stochastic equations and their connection with parabolic problems. The third part provides an introduction to the Malliavin calculus. Several applications are given, notably the Feynman-Kac, Girsanov and Clark-Ocone formulae, the Krylov-Bogoliubov and Von Neumann theorems. In this third edition several small improvements are added and a new section devoted to the differentiability of the Feynman-Kac semigroup is introduced. A considerable number of corrections and improvements have been made.

Functions of Bounded Variation and Free Discontinuity Problems

Author: Luigi Ambrosio
Publisher: Courier Corporation
ISBN: 9780198502456
Format: PDF
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'... an excellent account of the theory of BV functions. It should serve as a standard reference, especially for the BV theory, for years to come.' Bulletin of the London Mathematical SocietyThis book deals with a class of mathematical problems which involve the minimization of the sum of a volume and a surface energy and have lately been refered to as 'free discontinuity problems'. Examples of such problems come from fracture mechanics, image analysis, or the theory of phase transitions. A systematic introduction to this field, this book is highly suitable for graduate students, bridging the gap between research level texts and elementary textbooks on measure theory and calculus of variation. The first half of the book contains a comprehensive and updated treatment of the theory of Functions of Bounded Variation and of the mathematical prerequisites of that theory, that is Abstract Measure Theory and Geometric Measure Theory.

Submanifolds in Carnot Groups

Author: Davide Vittone
Publisher: Edizioni della Normale
ISBN:
Format: PDF, ePub, Mobi
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The book is devoted to the study of submanifolds in the setting of Carnot groups equipped with a sub-Riemannian structure; particular emphasis is given to the case of Heisenberg groups. A Geometric Measure Theory viewpoint is adopted, and features as intrinsic perimeters, Hausdorff measures, area formulae, calibrations and minimal surfaces are considered. Area formulae for the measure of submanifolds of arbitrary codimension are obtained in Carnot groups. Intrinsically regular hypersurfaces in the Heisenberg group are extensively studied: suitable notions of graphs are introduced, together with area formulae leading to the analysis of Plateau and Bernstein type problems.

Differentiable Measures and the Malliavin Calculus

Author: Vladimir Igorevich Bogachev
Publisher: American Mathematical Soc.
ISBN: 082184993X
Format: PDF, Docs
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This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.

Geometric Integration Theory

Author: Steven G. Krantz
Publisher: Springer Science & Business Media
ISBN: 9780817646790
Format: PDF, ePub, Mobi
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This textbook introduces geometric measure theory through the notion of currents. Currents, continuous linear functionals on spaces of differential forms, are a natural language in which to formulate types of extremal problems arising in geometry, and can be used to study generalized versions of the Plateau problem and related questions in geometric analysis. Motivating key ideas with examples and figures, this book is a comprehensive introduction ideal for both self-study and for use in the classroom. The exposition demands minimal background, is self-contained and accessible, and thus is ideal for both graduate students and researchers.

Geometric Measure Theory and Real Analysis

Author: Luigi Ambrosio
Publisher: Springer
ISBN: 8876425233
Format: PDF, ePub, Docs
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In 2013, a school on Geometric Measure Theory and Real Analysis, organized by G. Alberti, C. De Lellis and myself, took place at the Centro De Giorgi in Pisa, with lectures by V. Bogachev, R. Monti, E. Spadaro and D. Vittone. The book collects the notes of the courses. The courses provide a deep and up to date insight on challenging mathematical problems and their recent developments: infinite-dimensional analysis, minimal surfaces and isoperimetric problems in the Heisenberg group, regularity of sub-Riemannian geodesics and the regularity theory of minimal currents in any dimension and codimension.