Skip to content
Register Sign in Wishlist

Functional Analysis for Probability and Stochastic Processes
An Introduction

  • Date Published: August 2005
  • availability: Available
  • format: Paperback
  • isbn: 9780521539371

Paperback

Add to wishlist

Other available formats:
Hardback, eBook


Looking for an inspection copy?

This title is not currently available on inspection

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors
  • 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

    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?

    ×

    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.

  • Resources for

    Functional Analysis for Probability and Stochastic Processes

    Adam Bobrowski

    General Resources

    Find resources associated with this title

    Type Name Unlocked * Format Size

    Showing of

    Back to top

    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 lecturers@cambridge.org.

  • 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.

Related Books

also by this author

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon
×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.

Cancel

Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

×
Please fill in the required fields in your feedback submission.
×