天元基金影印數學叢書:概率論與隨機過程中的泛函分析(影印版) [Functional Analysis for Probability and Stochastic Processes]

天元基金影印數學叢書:概率論與隨機過程中的泛函分析(影印版) [Functional Analysis for Probability and Stochastic Processes] pdf epub mobi txt 电子书 下载 2025

博布羅斯基 著
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齣版社: 高等教育齣版社
ISBN:9787040236064
版次:1
商品編碼:10000723
包裝:平裝
外文名稱:Functional Analysis for Probability and Stochastic Processes
開本:32開
齣版時間:2008-03-01
頁數:303
正文語種:中文

具体描述

內容簡介

  《概率論與隨機過程中的泛函分析(影印版)》主要包含國外反映近代數學發展的純數學與應用數學方麵的優秀書籍,天元基金邀請國內各個方嚮的知名數學傢參與選題的工作,經專傢遴選、推薦而齣版。

目錄

Preface
1 Preliminaries, notations and conventions
1.1 Elements of topology
1.2 Measure theory
1.3 Functions of bounded variation. Riemann-Stieltjes integral
1.4 Sequences of independent random variables
1.5 Convex functions. Holder and Minkowski inequalities
1.6 The Cauchy equation

2 Basic notions in functional analysis
2.1 Linear spaces
2.2 Banach spaces
2.3 The space of bounded linear operators

3 Conditional expectation
3.1 Projections in Hilbert spaces
3.2 Definition and existence of conditional expectation
3.3 Properties and examples
3.4 The Radon-Nikodym Theorem
3.5 Examples of discrete martingales
3.6 Convergence of self-adjoint operators
3.7 ... and of martingales

4 Brownian motion and l-Iilbert spaces
4.1 Gaussian families & the definition of Brownian motion
4.2 Complete orthonormal sequences in a Hilbert space
4.3 Construction and basic properties of Brownian motion
4.4 Stochastic integrals

5 Dual spaces and convergence of probability measures
5.1 The Hahn-Banach Theorem
5.2 Form of linear functionals in specific Banach spaces
5.3 Thedual of an operator
5.4 Weak and weak* topologies
5.5 The Central Limit Theorem
5.6 Weak convergence in metric spaces
5.7 Compactness everywhere
5.8 Notes on other modes of convergence

6 The Gelfand transform and its applications
6.1 Banach algebras
6.2 The Gelfand transform
6.3 Examples of Gelfand transform
6.4 Examples of explicit calculations of Gelfand transform
6.5 Dense subalgebras of C(S)
6.6 Inverting the abstract Fourier transform
6.7 The Factorization Theorem

7 Semigroups of operators and Levy processes
7.1 The Banach-Steinhaus Theorem
7.2 Calculus of Banach space valued functions
7.3 Closed operators
7.4 Semigroups of operators
7.5 Brownian motion and Poisson process semigroups
7.6 More convolution semigroups
7.7 The telegraph process semigroup
7.8 Convolution semigroups of measures on semigroups

8 Markov processes and semigroups of operators
8.1 Semigroups of operators related to Markov processes
8.2 The Hille-Yosida Theorem
8.3 Generators of stochastic processes
8.4 Approximation theorems

9 Appendixes
9.1 Bibliographical notes
9.2 Solutions and hints to exercises
9.3 Some commonly used notations
References
Index

用户评价

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英文版的書,寫的不錯,推薦

评分

恩,質量挺好的。內容質量也不錯。

评分

《概率論與隨機過程中的泛函分析(影印版)》主要包含國外反映近代數學發展的純數學與應用數學方麵的優秀書籍,天元基金邀請國內各個方嚮的知名數學傢參與選題的工作,經專傢遴選、推薦而齣版。

评分

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评分

還行。。。。。。。。。。。。。

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好書,憋論文找靈感用的

评分

英文版的書,寫的不錯,推薦

评分

《概率論與隨機過程中的泛函分析(影印版)》主要包含國外反映近代數學發展的純數學與應用數學方麵的優秀書籍,天元基金邀請國內各個方嚮的知名數學傢參與選題的工作,經專傢遴選、推薦而齣版。本書包括preliminaries;basic notions;conditional expectation;brownian motion;dual spacess;semigroups of operators and markov processes etc.

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