Functional Analysis for Probability and Stochastic Processes

Adam Bobrowski

392 pages, parution le 11/08/2005

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Résumé

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.

Numerous standard and non-standard examples and exercises make the book suitable for both a textbook for a course as well as for self-study

Unique in content, range, structure and presentation

Very detailed clear and careful proofs

Sommaire

Preface
Preliminaries, notations, conventions
Basic notations in functional analysis
Conditional expectation
Brownian motion and hilbert spaces
Dual spaces and convergence of probability measures
The Gelfand transform and its applications
Semigroups of operators and Lévy processes
Markov processes and semigroups of operators
Appendixes
References
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Adam Bobrowski
Parution	11/08/2005
Nb. de pages	392
Format	15 x 23
Couverture	Broché
Poids	654g
Intérieur	Noir et Blanc
EAN13	9780521539371
ISBN13	978-0-521-53937-1