Functional analysis for probability and stochastic processes : an introduction /

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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bobrowski, Adam
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2005.
Temas:
Functional analysis.
Functional analysis > Problems, exercises, etc.
Probabilities.
Stochastic processes.
Probability
Stochastic Processes
Analyse fonctionnelle.
Analyse fonctionnelle > Problèmes et exercices.
Probabilités.
Processus stochastiques.
probability.
MATHEMATICS > Functional Analysis.
Functional analysis
Probabilities
Stochastic processes
Stochastischer Prozess
Funktionalanalysis
Problems and Exercises
exercise books.
Problems and exercises
Problems and exercises.
Problèmes et exercices.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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 Levy processes
  • 8. Markov processes and semigroups of operators
  • 9. Appendixes.

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