Functional Analysis for Probability and Stochastic Processes

An Introduction

Adam Bobrowski author

Format:Hardback

Publisher:Cambridge University Press

Published:11th Aug '05

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Functional Analysis for Probability and Stochastic Processes cover

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.

"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

ISBN: 9780521831666

Dimensions: 236mm x 158mm x 28mm

Weight: 775g

408 pages