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
Read more
Customer reviews

Not yet reviewed
Be the first to review

Log in to review

Review was not posted due to profanity
×

, create a review

(If you're not , sign out)

Please enter the right captcha value

Please enter a star rating.

Your review must be a minimum of 12 words.

How do you rate this item?

Reviews must contain at least 12 words about the product.

×

Product details
- Date Published: August 2005
- format: Paperback
- isbn: 9780521539371
- length: 406 pages
- dimensions: 229 x 153 x 28 mm
- weight: 0.655kg
- contains: 250 exercises
- availability: Available
Table of Contents
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 Lévy processes
8. Markov processes and semigroups of operators
9. Appendixes
References
Index.
Look Inside

General Resources

Resources

Find resources associated with this title

Back to resources home

Type	Name	Unlocked *	Format	Size

Showing of

This title is supported by one or more locked resources. Access to locked resources is granted exclusively by Cambridge University Press to lecturers whose faculty status has been verified. To gain access to locked resources, lecturers should sign in to or register for a Cambridge user account.

Please use locked resources responsibly and exercise your professional discretion when choosing how you share these materials with your students. Other lecturers may wish to use locked resources for assessment purposes and their usefulness is undermined when the source files (for example, solution manuals or test banks) are shared online or via social networks.

Supplementary resources are subject to copyright. Lecturers are permitted to view, print or download these resources for use in their teaching, but may not change them or use them for commercial gain.

If you are having problems accessing these resources please contact [email protected].

Instructors have used or reviewed this title for the following courses
- Graduate Analysis ll
- Random Variables and Stochastic Process
Author
Adam Bobrowski, Politechnika Lubelska, Poland
Adam Bobrowski is a Professor of Mathematics at Lublin University.