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Functional Analysis for Probability and Stochastic Processes : An Introduction - Adam Bobrowski

Functional Analysis for Probability and Stochastic Processes

An Introduction

By: Adam Bobrowski

eText | 11 August 2005 | Edition Number 1

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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.
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Non-FictionMathematicsCalculus & Mathematical Analysis

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Hardcover

Published: 6th October 2005

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