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  3. Functional Analysis for Probability and Stochastic Processes
  • Cited by 94
Publisher:
Cambridge University Press
Online publication date:
January 2010
Print publication year:
2005
Online ISBN:
9780511614583
DOI:
https://doi.org/10.1017/CBO9780511614583
Subjects:
Mathematics, Abstract Analysis, Probability Theory and Stochastic Processes, Statistics and Probability
Information

Book description

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.

Reviews

"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

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