文件名称：Functional Analysis for Probability and Stochastic Processes An Introduction
文件大小：2.12MB
文件格式：PDF
更新时间：2013-02-03 15:46:04
mathematics functional
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 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 for both a textbook for a course and for self-study.