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.
| Auteur principal: | |
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| Format: | Licensed eBooks |
| Langue: | anglais |
| Publié: |
Cambridge, UK ; New York :
Cambridge University Press,
2005.
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| Accès en ligne: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=139755 |
Table des matières:
- 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.