Functional Analysis for Probability and Stochastic Processes
An Introduction
1st Edition
Published on 6. October 2005
978-0-511-12821-9 (ISBN)
Description
This text is designed both for students of probability and stochastic processes, and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.
Reviews / Votes
"My impression is that this text might well succeed as an attractive introduction to, or even as propaganda for the subject of probability and stochastic processes for a well-educated analyst without a probabilistic background."N.H. Bingham, Journal of the American Statistical Association
More details
Language
English
Place of publication
Cambridge
United Kingdom
Publishing group
Cambridge University Press
Target group
College/higher education
Professional and scholarly
Illustrations
Worked examples or Exercises
File size
2,65 MB
ISBN-13
978-0-511-12821-9 (9780511128219)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Book
08/2005
Cambridge University Press
€201.20
Shipment within 15-20 days
Book
08/2005
Cambridge University Press
€103.80
Shipment within 15-20 days
Person
Adam Bobrowski is a Professor of Mathematics at Lublin University.
Content
Preface; 1. Preliminaries, notations and conventions; 2. Basic notions in functional analysis; 3. Conditional expectation; 4. Brownian motion and Hilbert spaces; 5. Dual spaces and convergence of probability measures; 6. The Gelfand transform and its applications; 7. Semigroups of operators and Levy processes; 8. Markov processes and semigroups of operators; 9. Appendixes; References; Index.
