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