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Functional Analysis for Probability and Stochastic Processes

Functional Analysis for Probability and Stochastic Processes

Hardback (08 Nov 2005)

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Publisher's Synopsis

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.

About the Publisher

Cambridge University Press

Cambridge University Press dates from 1534 and is part of the University of Cambridge. We further the University's mission by disseminating knowledge in the pursuit of education, learning and research at the highest international levels of excellence.

Book information

ISBN: 9780521831666
Publisher: Cambridge University Press
Imprint: Cambridge University Press
Pub date:
DEWEY: 515.7
DEWEY edition: 22
Language: English
Number of pages: 400
Weight: 775g
Height: 236mm
Width: 158mm
Spine width: 28mm