Paul Malliavin – författare

This book is designed to be an introduction to analysis with the proper mix of abstract theories and concrete problems. It starts with general measure theory, treats Borel and Radon measures (with particular attention paid to Lebesgue measure) and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev spaces, distributions, and the Fourier analysis of such. It continues with a Hilbertian treatment of the basic laws of probability including Doob's martingale convergence theorem and finishes with Malliavin's "stochastic calculus of variations" developed in the context of Gaussian measure spaces. This invaluable contribution to the existing literature gives the reader a taste of the fact that analysis is not a collection of independent theories but can be treated as a whole.

It is a distinct pleasure to have the opportunity to introduce Professor Malliavin's book to the English-speaking mathematical world. In recent years there has been a noticeable retreat from the level of ab­ straction at which graduate-level courses in analysis were previously taught in the United States and elsewhere. In contrast to the practices used in the 1950s and 1960s, when great emphasis was placed on the most general context for integration and operator theory, we have recently witnessed an increased emphasis on detailed discussion of integration over Euclidean space and related problems in probability theory, harmonic analysis, and partial differential equations. Professor Malliavin is uniquely qualified to introduce the student to anal­ ysis with the proper mix of abstract theories and concrete problems. His mathematical career includes many notable contributions to harmonic anal­ ysis, complex analysis, and related problems in probability theory and par­ tial differential equations. Rather than developed as a thing-in-itself, the abstract approach serves as a context into which special models can be couched. For example, the general theory of integration is developed at an abstract level, and only then specialized to discuss the Lebesgue measure and integral on the real line. Another important area is the entire theory of probability, where we prefer to have the abstract model in mind, with no other specialization than total unit mass. Generally, we learn to work at an abstract level so that we can specialize when appropriate.

Highly esteemed author Topics covered are relevant and timely

This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; principle of transfer from ordinary differential equations to stochastic differential equations; Malliavin calculus and elliptic estimates; stochastic Analysis in infinite dimension.

Highly esteemed author Topics covered are relevant and timely

Jean Leray (1906-1998) was one of the great French mathematicians of his century. His life's work can be divided into 3 major areas, reflected in these 3 volumes. Volume I, to which an Introduction has been contributed by A. Borel, covers Leray's seminal work in algebraic topology, where he created sheaf theory and discovered the spectral sequences. Volume II, with an introduction by P. Lax, covers fluid mechanics and partial differential equations. Leray demonstrated the existence of the infinite-time extension of weak solutions of the Navier-Stokes equations; 60 years later this profound work has retained all its impact. Volume III, on the theory of several complex variables, has a long introduction by G. Henkin. Leray's work on the ramified Cauchy problem will stand for centuries alongside the Cauchy-Kovalevska theorem for the unramified case. He was awarded the Malaxa Prize (1938), the Grand Prix in Mathematical Sciences (1940), the Feltrinelli Prize (1971), the Wolf Prize in Mathematics (1979) and the Lomonosov Gold Medal (1988).

Jean Leray (1906-1998) was one of the great French mathematicians of his century. His life's work can be divided into 3 major areas, reflected in these 3 volumes. Volume I, to which an Introduction has been contributed by A. Borel, covers Leray's seminal work in algebraic topology, where he created sheaf theory and discovered the spectral sequences. Volume II, with an introduction by P. Lax, covers fluid mechanics and partial differential equations. Leray demonstrated the existence of the infinite-time extension of weak solutions of the Navier-Stokes equations; 60 years later this profound work has retained all its impact. Volume III, on the theory of several complex variables, has a long introduction by G. Henkin. Leray's work on the ramified Cauchy problem will stand for centuries alongside the Cauchy-Kovalevska theorem for the unramified case. He was awarded the Malaxa Prize (1938), the Grand Prix in Mathematical Sciences (1940), the Feltrinelli Prize (1971), the Wolf Prize in Mathematics (1979), and the Lomonosov Gold Medal (1988).