TY  - BOOK
AU  - Taylor,Michael E.
ED  - American Mathematical Society.
TI  - Measure theory and integration
T2  - Graduate studies in mathematics,
SN  - 9780821841808
AV  - QA312 .T387 2006
PY  - 2006///]
CY  - Providence, R.I.
PB  - American Mathematical Society
KW  - Measure theory
KW  - Riemann integral
KW  - Convergence
KW  - Probabilities
N1  - Includes bibliographical references (pages 311-313) and indexes; Table Of Contents; Introduction; The Riemann Integral; Lebesgue Measure on the Line; Integration on Measure Spaces; Lp Spaces; The Caratheodory Construction of Measures; Product Measures; Lebesgue Measure on Rn and on Manifolds; Signed Measures and Complex Measures; Lp Spaces, II; Sobolev Spaces; Maximal Functions and A.E. Phenomena; Hausdorff's r-Dimensional Measures; Radon Measures; Ergodic Theory; Probability Spaces and Random Variables; Wiener Measure and Brownian Motion; Conditional Expectation and Martingales; Appendix A. Metric Spaces, Topological Spaces, and Compactness; Appendix B. Derivatives, Diffeomorphisms, and Manifolds; Appendix C. The Whitney Extension Theorem; Appendix D. The Marcinkiewicz Interpolation Theorem; Appendix E. Sard's Theorem; Appendix F. A Change of Variable Theorem for Many-to-one Maps; Appendix G. Integration of Differential Forms; Appendix H. Change of Variables Revisited; Appendix I. The Gauss-Green Formula on Lipschitz Domains; Bibliography; Symbol Index; Subject Index
ER  -