Functional analysis for probability and stochastic processes : an introduction /

Functional analysis for probability and stochastic processes : an introduction /

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Bibliographic Details
Author / Creator:	Bobrowski, Adam.
Imprint:	Cambridge, UK ; New York : Cambridge University Press, 2005.
Description:	1 online resource (xii, 393 pages)
Language:	English
Subject:	Functional analysis. Functional analysis -- Problems, exercises, etc. Probabilities. Stochastic processes. Functional analysis. Probabilities. Stochastic processes. Problems and exercises.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11811882

Hidden Bibliographic Details
ISBN:	0511130392 9780511130397 051112886X 9780511128868 9780511614583 0511614586 9780521831666 0521831660 1280434783 9781280434785 0521831660 9780521539371 0521539374 1107148553 9781107148550 9786610434787 6610434786 0511198981 9780511198984 0511181884 9780511181887 0511326777 9780511326776
Notes:	Includes bibliographical references (pages 385-389) and index. English. Print version record.
Summary:	This text is designed both for students of probability and stochastic processes, and for students of functional analysis. Numerous standard and non-standard examples and exercises make it suitable for both a textbook for a course as well as for self-study.
Other form:	Print version: Bobrowski, Adam. Functional analysis for probability and stochastic processes. Cambridge, UK ; New York : Cambridge University Press, 2005 0521831660 0521539374

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 LÃ©vy processes
8. Markov processes and semigroups of operators
9. Appendixes
References
Index