AuthorBobrowski, Adam
TitleFunctional analysis for probability and stochastic processes : an introduction / A. Bobrowski
Imprint Cambridge : Cambridge University Press, 2005
Descript xii, 393 p. ; 24 cm


Preliminaries, notations, conventions -- Basic notions in functional analysis -- Conditional expectation -- Brownian motion and Hilbert spaces -- Dual spaces and convergence of probability measures -- The Gelfand transform and its applications -- Semigroups of operators and Levy processes -- Markov processes and semigroups of operators

Functional analysis Probabilities Stochastic processes

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