000 02473nam a22003858i 4500
001 CR9780511614583
003 UkCbUP
005 20200124160300.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 090914s2005||||enk o ||1 0|eng|d
020 _a9780511614583 (ebook)
020 _z9780521831666 (hardback)
020 _z9780521539371 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA320
_b.B625 2005
082 0 4 _a515.7
_222
100 1 _aBobrowski, Adam,
_eauthor.
245 1 0 _aFunctional analysis for probability and stochastic processes :
_ban introduction /
_cA. Bobrowski.
246 3 _aFunctional Analysis for Probability & Stochastic Processes
264 1 _aCambridge :
_bCambridge University Press,
_c2005.
300 _a1 online resource (xii, 393 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 0 _g1.
_tPreliminaries, notations and conventions --
_g2.
_tBasic notions in functional analysis --
_g3.
_tConditional expectation --
_g4.
_tBrownian motion and Hilbert spaces --
_g5.
_tDual spaces and convergence of probability measures --
_g6.
_tThe Gelfand transform and its applications --
_g7.
_tSemigroups of operators and Levy processes --
_g8.
_tMarkov processes and semigroups of operators --
_g9.
_tAppendixes.
520 _aThis 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.
650 0 _aFunctional analysis.
650 0 _aFunctional analysis
_vProblems, exercises, etc.
650 0 _aProbabilities.
650 0 _aStochastic processes.
776 0 8 _iPrint version:
_z9780521831666
856 4 0 _uhttps://doi.org/10.1017/CBO9780511614583
999 _c520277
_d520275