Functional Analysis for Probability and Stochastic Processes

作者:Bobrowski, Adam

页数:406

出版时间:2005-8

价格:$ 90.40

isbn号码:9780521539371

图书标签:Probability数学probabilityanalysisMathematics

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.