Looking for an examination copy?
If you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact firstname.lastname@example.org providing details of the course you are teaching.
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.Read more
- 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
Reviews & endorsements
"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
Not yet reviewed
Be the first to review
Review was not posted due to profanity×
- Date Published: September 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
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
Find resources associated with this titleYour search for '' returned .
Type Name Unlocked * Format Size
*This title has one or more locked files and access is given only to instructors adopting the textbook for their class. We need to enforce this strictly so that solutions are not made available to students. To gain access to locked resources you either need first to sign in or register for an account.
These resources are provided free of charge by Cambridge University Press with permission of the author of the corresponding work, but are subject to copyright. You are permitted to view, print and download these resources for your own personal use only, provided any copyright lines on the resources are not removed or altered in any way. Any other use, including but not limited to distribution of the resources in modified form, or via electronic or other media, is strictly prohibited unless you have permission from the author of the corresponding work and provided you give appropriate acknowledgement of the source.
If you are having problems accessing these resources please email email@example.com
Instructors have used or reviewed this title for the following courses
- Graduate Analysis ll
- Random Variables and Stochastic Process
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email firstname.lastname@example.orgRegister Sign in
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 ×