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 Lévy processes; 8. Markov processes and semigroups of operators; 9. Appendixes; References; Index.
This text is designed both for students of probability and stochastic processes, and for students of functional analysis.
Adam Bobrowski is a Professor of Mathematics at Lublin University.
"My impression is that this text might well succeed as an
attractive introduction to, or even as propaganda for the subject
of probability and stochastic processes for a well-educated analyst
without a probabilistic background."
N.H. Bingham, Journal of the American Statistical Association
 |
Ask a Question About this Product More... |
|
