Book contents
- Frontmatter
- Contents
- 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
References
Published online by Cambridge University Press: 14 January 2010
- Frontmatter
- Contents
- 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
Summary
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- Type
- Chapter
- Information
- Functional Analysis for Probability and Stochastic ProcessesAn Introduction, pp. 385 - 389Publisher: Cambridge University PressPrint publication year: 2005