Functional Analysis for Probability and Stochastic Processes: An Introduction

Functional Analysis for Probability and Stochastic Processes: An Introduction book cover

Functional Analysis for Probability and Stochastic Processes: An Introduction

Author(s): Adam Bobrowski (Author)

  • Publisher: Cambridge University Press
  • Publication Date: September 12, 2005
  • Edition: 1st
  • Language: English
  • Print length: 406 pages
  • ISBN-10: 0521539374
  • ISBN-13: 9780521539371

Book Description

Designed for students of probability and stochastic processes, as well as for students of functional analysis, specifically, this volume presents some chosen parts of functional analysis that can help clarify 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.

Editorial Reviews

Review

“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

Book Description

This text is designed both for students of probability and stochastic processes, and for students of functional analysis.

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