Functional Analysis for Probability and Stochastic Processes
Author | : Adam Bobrowski |
Publisher | : Cambridge University Press |
Total Pages | : 407 |
Release | : 2005-08-11 |
ISBN-10 | : 9781139443883 |
ISBN-13 | : 1139443887 |
Rating | : 4/5 (83 Downloads) |
Download or read book Functional Analysis for Probability and Stochastic Processes written by Adam Bobrowski and published by Cambridge University Press. This book was released on 2005-08-11 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.