Real and Stochastic Analysis
M. M. Rao, R. R. Rao
Wiley, Jul 14, 1986 - Mathematics - 347 pages
Presents the interaction of stochastic processes and functional analysis. Treats stochastic problems from a functional analytic methods approach. Includes new research problems and solutions. Offers new insight into bimeasure theory and new problems in abstract analysis. Other material is of interest for stochastic geometric integration and vector measure theory.
What people are saying - Write a review
We haven't found any reviews in the usual places.
by Derek K Chang and M M
3 other sections not shown
Other editions - View all
analysis applications assume B-integrable Banach space belongs bimeasure Borel bounded called Choose classical coefficients compact complete condition consider constant continuous convergence corresponding covariance defined Definition denote direct element equivalent established estimate example exists extended fact finite follows functions given gives Hence Hilbert space holds implies inequality introduced Karhunen later Lemma limit linear mapping martingale Math matrix mean measure method metric motion norm Note obtained operator periodic positive definite preceding present probability measure probability space problem Proof properties Proposition prove random relative Remark representation respect result satisfies sense separable sequence sharp shown side solution spectral stationary Statistics STEP stochastic differential equation stochastic integral Suppose taking Theorem theory transformation two-parameter stochastic process unique variation vector weak Wiener