Functional Analysis for Probability and Stochastic Processes ICM Edition PDF Download
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Author: Bobrowski
Publisher:
ISBN: 9780521169912
Category :
Languages : en
Pages :
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Book Description
Author: Bobrowski
Publisher:
ISBN: 9780521169912
Category :
Languages : en
Pages :
Get Book Here
Book Description
Author: Adam Bobrowski
Publisher: Cambridge University Press
ISBN: 9780521831666
Category : Mathematics
Languages : en
Pages : 416
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Book Description
This text presents selected areas of functional analysis that can facilitate an understanding of ideas in probability and stochastic processes. Topics covered include basic Hilbert and Banach spaces, weak topologies and Banach algebras, and the theory ofsemigroups of bounded linear operators.
Author: Jerome Goldstein
Publisher: CRC Press
ISBN: 1000148637
Category : Mathematics
Languages : en
Pages : 300
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Book Description
"Covers the areas of modern analysis and probability theory. Presents a collection of papers given at the Festschrift held in honor of the 65 birthday of M. M. Rao, whose prolific published research includes the well-received Marcel Dekker, Inc. books Theory of Orlicz Spaces and Conditional Measures and Applications. Features previously unpublished research articles by a host of internationally recognized scholars."
Author: Randall J. Swift
Publisher: American Mathematical Society
ISBN: 1470459825
Category : Mathematics
Languages : en
Pages : 248
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Book Description
This volume contains the proceedings of the AMS Special Session on Celebrating M. M. Rao's Many Mathematical Contributions as he Turns 90 Years Old, held from November 9–10, 2019, at the University of California, Riverside, California. The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes and their applications. The volume also includes a biography of M. M. Rao and the list of his publications.
Author: Alan C. Krinik
Publisher: CRC Press
ISBN: 9780203913574
Category : Mathematics
Languages : en
Pages : 526
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Book Description
This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochas
Author: Adam Bobrowski
Publisher:
ISBN: 9787040236064
Category : Functional analysis
Languages : en
Pages : 393
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Book Description
本书是作者在Rice大学和Houston大学给研究生授课的讲义基础上写成的。本书在介绍了泛函分析的基本概念(如Banach空间)后,用Hilbert空间泛函的F.Riesz表示定理建立Radon-Nikodym定理,从而引进条件期望的概念。
Author: Shigeo Kusuoka
Publisher: Springer Nature
ISBN: 9811588643
Category : Mathematics
Languages : en
Pages : 218
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Book Description
This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions. In the final chapter, applications to mathematical finance are given. The preliminary knowledge needed by the reader is linear algebra and measure theory. Rigorous proofs are provided for theorems, propositions, and lemmas. In this book, the definition of conditional expectations is slightly different than what is usually found in other textbooks. For the Doob–Meyer decomposition theorem, only square integrable submartingales are considered, and only elementary facts of the square integrable functions are used in the proof. In stochastic differential equations, the Euler–Maruyama approximation is used mainly to prove the uniqueness of martingale problems and the smoothness of solutions of stochastic differential equations.
Author: Malempati M. Rao
Publisher: Springer
ISBN: 3319121723
Category : Mathematics
Languages : en
Pages : 685
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Book Description
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Author: Yuichiro Kakihara
Publisher: Multivariate Analysis
ISBN: 9789811211744
Category : Mathematics
Languages : en
Pages : 540
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Book Description
"Functional analysis methods are used on stochastic processes. Structural analysis of nonstationary and stationary processes are also included. This book is in the intersection of probability theory and analysis"--
Author: Kazuaki Taira
Publisher: Springer Nature
ISBN: 9811910995
Category : Mathematics
Languages : en
Pages : 792
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Book Description
This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathematical crossroads of functional analysis (macroscopic approach), partial differential equations (mesoscopic approach), and probability (microscopic approach) via the mathematics needed for the hard parts of diffusion processes. This work brings these three fields of analysis together and provides a profound stochastic insight (microscopic approach) into the study of elliptic boundary value problems. The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability. The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers can appreciate easily and effectively the stochastic intuition that this book conveys. Furthermore, the book will serve as a sound basis both for researchers and for graduate students in pure and applied mathematics who are interested in a modern version of the classical potential theory and Markov processes. For advanced undergraduates working in functional analysis, partial differential equations, and probability, it provides an effective opening to these three interrelated fields of analysis. Beginning graduate students and mathematicians in the field looking for a coherent overview will find the book to be a helpful beginning. This work will be a major influence in a very broad field of study for a long time.
