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内容简介

　　《概率论与随机过程中的泛函分析（影印版）》主要包含国外反映近代数学发展的纯数学与应用数学方面的优秀书籍，天元基金邀请国内各个方向的知名数学家参与选题的工作，经专家遴选、推荐而出版。

目录

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
天元基金影印数学丛书：概率论与随机过程中的泛函分析（影印版） [Functional Analysis for Probability and Stochastic Processes] 电子书 下载 mobi epub pdf txt

评分☆☆☆☆☆

泛函分析是分析数学中最“年轻”的分支，它是古典分析观点的推广，它综合函数论、几何和代数的观点研究无穷维向量空间上的函数、算子、和极限理论。他在二十世纪四十到五十年代就已经成为一门理论完备、内容丰富的数学学科了。

评分☆☆☆☆☆

终于买到手了，正版很正版，

评分☆☆☆☆☆

已经看了50页，书中小错误还是较多，不过都比较明显

评分☆☆☆☆☆

以前一直是借学校的看，618优惠时抢购了一本。

评分☆☆☆☆☆

还行。。。。。。。。。。。。。

评分☆☆☆☆☆

概率的分析解释，非常好

评分☆☆☆☆☆

正如研究有穷自由度系统要求 n维空间的几何学和微积分学作为工具一样，研究无穷自由度的系统需要无穷维空间的几何学和分析学，这正是泛函分析的基本内容。因此，泛函分析也可以通俗的叫做无穷维空间的几何学和微积分学。古典分析中的基本方法，也就是用线性的对象去逼近非线性的对象，完全可以运用到泛函分析这门学科中。

评分☆☆☆☆☆

好书！

评分☆☆☆☆☆

还行。。。。。。。。。。。。。

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