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Principles of Analysis: Measure, Integration, Functional Analysis, and Applications [Kõva köide]

(The George Washington University, Washington, D.C., USA)
  • Formaat: Hardback, 520 pages, kõrgus x laius: 254x178 mm, kaal: 1133 g, 23 Illustrations, black and white
  • Ilmumisaeg: 26-Apr-2018
  • Kirjastus: Chapman & Hall/CRC
  • ISBN-10: 1498773281
  • ISBN-13: 9781498773287
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  • Formaat: Hardback, 520 pages, kõrgus x laius: 254x178 mm, kaal: 1133 g, 23 Illustrations, black and white
  • Ilmumisaeg: 26-Apr-2018
  • Kirjastus: Chapman & Hall/CRC
  • ISBN-10: 1498773281
  • ISBN-13: 9781498773287
Teised raamatud teemal:
Principles of Analysis: Measure, Integration, Functional Analysis, and Applications prepares readers for advanced courses in analysis, probability, harmonic analysis, and applied mathematics at the doctoral level. The book also helps them prepare for qualifying exams in real analysis. It is designed so that the reader or instructor may select topics suitable to their needs. The author presents the text in a clear and straightforward manner for the readers benefit. At the same time, the text is a thorough and rigorous examination of the essentials of measure, integration and functional analysis.

The book includes a wide variety of detailed topics and serves as a valuable reference and as an efficient and streamlined examination of advanced real analysis. The text is divided into four distinct sections: Part I develops the general theory of Lebesgue integration; Part II is organized as a course in functional analysis; Part III discusses various advanced topics, building on material covered in the previous parts; Part IV includes two appendices with proofs of the change of the variable theorem and a joint continuity theorem. Additionally, the theory of metric spaces and of general topological spaces are covered in detail in a preliminary chapter .

Features:











Contains direct and concise proofs with attention to detail





Features a substantial variety of interesting and nontrivial examples





Includes nearly 700 exercises ranging from routine to challenging with hints for the more difficult exercises





Provides an eclectic set of special topics and applications

About the Author:

Hugo D. Junghenn is a professor of mathematics at The George Washington University. He has published numerous journal articles and is the author of several books, including Option Valuation: A First Course in Financial Mathematics and A Course in Real Analysis. His research interests include functional analysis, semigroups, and probability.

Arvustused

"The author's aim for the book under review is to provide a rigorous and detailed treatment of the essentials of measure and integration, as well as other topics in functional analysis at the graduate level. Although he assumes readers to have an undergraduate background, such as real analysis (including some experience in dealing with limits, continuity, di erentiation, Riemann integration, and uniform convergence, including elementary set theory), a standard course of complex analysis (function theory, Cauchy's integral equation), and a knowledge of basic linear algebra, this book could also be very useful for a reader with a weaker mathematical background. This is possible since the excellently constructed introduction in Chapter 0 is a very good base for systematizing and developing the mathematical background for a broad group of readers.

The book is divided into four parts.

In Part I, which consists of Chapters 1{7, the author develops a detailed course concerning the general theory of Lebesgue integration as well as Fourier analysis on Rd (Chapter 6) and measures on locally compact spaces (Chapter 7). A short course on the general theory of Lebesgue integration could be based on Chapters 1{5 only but the full variant looks more attractive. It must be noted that the author's exposition is on a very high level as well as very clear and easily understandable.

Part II is presented as a course in functional analysis. The author considers Chapters 8{12 to be the core of such a course. Chapter 13 could be an optional choice, but can be also included in the course. Chapter 14 plays an important role concerning Part I and Part II. This chapter includes not only deeper theorems in functional analysis but also several well-chosen applications. Note that some of them are related to the measure and integration developed in Part I and the others with the applications in the remainder of the book.

Part III (Chapters 15{17) is a key part in the book since it includes many topics and applications that depend on, and indeed are meant to illustrate, the power of topics developed in the first two parts. It must be noted that these chapters are almost independent. Their goal is to provide a relatively quick overview of the subjects treated therein. The detailed exposition that this approach allows means that the reader can follow the development with relative ease. In addition to allowing the reader to consult the themes considered, some specialized sources are listed in the bibliography.

Part IV consists of two appendices with proofs of the change of variables theorem and a theorem on separate and joint continuity. A reader may choose to safely omit the proofs without disturbing the flow of the text, as the author notes. An advantage for the readers is that the book contains a lot of exercises (nearly 700). It is very convenient that hints and/or a framework of intermediate steps are given for the more dicult exercises. Many of these are extensions of material in the text or are of special independent interest. Additionally, the exercises related in a critical way to material elsewhere in the text are marked with either an upward arrow, referring to earlier results, or a downward arrow, referring to later material. Instructors may obtain complete solutions to the exercises from the publisher.

In conclusion, I strongly recommend the book because it will be helpful for every level of reader. I only regret that it was not written when I was a student."

- Andrey I. Zahariev - Mathematical Reviews Clippings February 2019

Preface xix
0 Preliminaries 1(40)
0.1 Sets
1(6)
Set Operations
1(1)
Number Systems
2(1)
Relations
3(1)
Functions
4(2)
Cardinality
6(1)
0.2 Algebraic Structures
7(3)
Semigroups and Groups
7(1)
Linear Spaces
8(1)
Linear Transformations
9(1)
Quotient Linear Spaces
10(1)
Algebras
10(1)
0.3 Metric Spaces
10(5)
Open and Closed Sets
11(1)
Interior, Closure, and Boundary
12(1)
Sequential Convergence. Completeness
12(1)
Continuity
13(1)
Category
14(1)
0.4 Normed Linear Spaces
15(4)
Norms and Seminorms
15(1)
Banach Spaces
15(1)
Completion of a Normed Space
16(1)
Infinite Series in Normed Spaces
16(1)
Unordered Sums in Normed Spaces
17(1)
Bounded Linear Transformations
18(1)
Banach Algebras
18(1)
0.5 Topological Spaces
19(4)
Open and Closed Sets
19(1)
Neighborhood Systems
20(1)
Neighborhood Bases
20(1)
Relative Topology
21(1)
Nets
21(2)
0.6 Continuity in Topological Spaces
23(3)
Definition and General Properties
23(1)
Initial Topologies
24(1)
Product Topology
24(1)
Final Topologies
24(1)
Quotient Topology
25(1)
The Space of Continuous Functions
25(1)
F-sigma and G-delta Sets
25(1)
0.7 Normal Topological Spaces
26(1)
Urysohn's Lemma
26(1)
Tietze Extension Theorem
27(1)
0.8 Compact Topological Spaces
27(3)
Convergence in Compact Spaces
28(1)
Compactness of Cartesian Products
29(1)
Continuity and Compactness
29(1)
0.9 Totally Bounded Metric Spaces
30(1)
0.10 Equicontinuity
31(1)
0.11 The Stone-Weierstrass Theorem
32(1)
0.12 Locally Compact Topological Spaces
33(3)
General Properties
33(1)
Functions with Compact Support
34(1)
Functions That Vanish at Infinity
35(1)
The One-Point Compactification
35(1)
0.13 Spaces of Differentiable Functions
36(1)
0.14 Partitions of Unity
37(2)
0.15 Connectedness
39(2)
I Measure and Integration 41(156)
1 Measurable Sets
43(32)
1.1 Introduction
43(1)
1.2 Measurable Spaces
44(6)
Fields and Sigma Fields
44(1)
Generated Sigma Fields
45(1)
Borel Sets
45(1)
Extended Borel Sets
46(1)
Product Sigma Fields
46(1)
Pi-Systems and Lambda-Systems
47(1)
Exercises
48(2)
1.3 Measures
50(4)
Set Functions
50(1)
Properties and Examples of Measures
51(1)
Exercises
52(2)
1.4 Complete Measure Spaces
54(1)
Completion Theorem
54(1)
Null Sets
55(1)
Exercises
55(1)
1.5 Outer Measure and Measurability
55(3)
Construction of an Outer Measure
56(1)
Caratheodory's Theorem
56(2)
Exercises
58(1)
1.6 Extension of a Measure
58(5)
The Measure Extension Theorem
59(2)
Approximation Property of the Extension
61(1)
Completeness of the Extension
61(1)
Uniqueness of the Extension
62(1)
Exercises
63(1)
1.7 Lebesgue Measure
63(3)
The Volume Set Function
63(2)
Construction of the Measure
65(1)
Exercises
65(1)
1.8 Lebesgue-Stieltjes Measures
66(5)
Regularity
66(1)
One-Dimensional Distribution Functions
67(2)
* Higher Dimensional Distribution Functions
69(1)
Exercises
70(1)
1.9 Some Special Sets
71(4)
An Uncountable Set with Lebesgue Measure Zero
71(1)
Non-Lebesgue-Measurable Sets
71(1)
A Lebesgue Measurable, Non-Borel Set
72(1)
Exercises
73(2)
2 Measurable Functions
75(14)
2.1 Measurable Transformations
75(3)
General Properties
75(2)
Exercises
77(1)
2.2 Measurable Numerical Functions
78(4)
Criteria for Measurability
78(1)
Almost Everywhere Properties
79(1)
Combinatorial and Limit Properties of Measurable Functions
79(2)
Exercises
81(1)
2.3 Simple Functions
82(3)
A Fundamental Convergence Theorem
82(1)
Applications
83(1)
Exercises
84(1)
2.4 Convergence of Measurable Functions
85(4)
Modes of Convergence
85(1)
Relationships Among the Modes of Convergence
86(1)
Exercises
87(2)
3 Integration
89(34)
3.1 Construction of the Integral
89(3)
Integral of a Nonnegative Simple Function
89(1)
Integral of a Real-Valued Function
90(1)
Integral of a Complex-Valued Function
91(1)
Integral over a Measurable Set
91(1)
3.2 Basic Properties of the Integral
92(8)
Almost Everywhere Properties
92(1)
Monotone Convergence Theorem
93(1)
Linearity of the Integral
93(3)
Integration Against an Image Measure
96(1)
Integration Against a Measure with Density
96(1)
Change of Variables Theorem
97(1)
Exercises
97(3)
3.3 Connections with the Riemann Integral on Rd
100(8)
The Darboux Integral
101(2)
The Riemann Integral
103(1)
Measure Zero Criterion for Riemann Integrability
104(2)
Improper Riemann Integrals
106(1)
Exercises
107(1)
3.4 Convergence Theorems
108(3)
The General Monotone Convergence Theorem
108(1)
Fatou's Lemma
109(1)
The Dominated Convergence Theorem
109(1)
Exercises
110(1)
3.5 Integration against a Product Measure
111(5)
Construction of the Product of Two Measures
111(1)
Fubini's Theorem
112(2)
The d-Dimensional Case
114(1)
Exercises
115(1)
3.6 Applications of Fubini's Theorem
116(7)
Gaussian Density
116(1)
Integration by Parts
116(2)
Spherical Coordinates
118(1)
Volume of a d-Dimensional Ball
118(1)
Integration of Radial Functions
119(1)
Surface Area of a d-Dimensional Ball
120(1)
Exercises
121(2)
4 LP Spaces
123(16)
4.1 Definition and General Properties
123(6)
The Case 1 < or equal to p < infinity
123(3)
The Case p = infinity
126(1)
The Case 0 < p < 1
127(1)
lP-Spaces
127(1)
Exercises
128(1)
4.2 LP Approximation
129(2)
Approximation by Simple Functions
129(1)
Approximation by Continuous Functions
130(1)
Approximation by Step Functions
131(1)
Exercises
131(1)
4.3 LP Convergence
131(2)
Exercises
133(1)
4.4 Uniform Integrability
133(3)
Exercises
135(1)
4.5 Convex Functions and Jensen's Inequality
136(3)
Exercises
138(1)
5 Differentiation
139(30)
5.1 Signed Measures
139(4)
Definition and a Fundamental Example
139(1)
The Hahn-Jordan Decomposition
140(2)
Exercises
142(1)
5.2 Complex Measures
143(5)
The Total Variation Measure
144(1)
The Vitali-Hahn-Saks Theorem
145(1)
The Banach Space of Complex Measures
146(1)
Integration against a Signed or Complex Measure
147(1)
Exercises
147(1)
5.3 Absolute Continuity of Measures
148(6)
General Properties of Absolute Continuity
148(1)
The Radon-Nikodym Theorem
149(3)
Lebesgue-Decomposition of a Measure
152(1)
Exercises
153(1)
5.4 Differentiation of Measures
154(5)
Definition and Properties of the Derivative
154(2)
Connections with the Classical Derivative
156(1)
Existence of the Measure Derivative
157(2)
Exercises
159(1)
5.5 Functions of Bounded Variation
159(5)
Definition and Basic Properties
159(2)
The Total Variation Function
161(1)
Differentiation of Functions of Bounded Variation
162(1)
Exercises
163(1)
5.6 Absolutely Continuous Functions
164(5)
Definition and Basic Properties
164(1)
Fundamental Theorems of Calculus
165(2)
Exercises
167(2)
6 Fourier Analysis on Rd
169(12)
6.1 Convolution of Functions
169(2)
Definition and Basic Properties
169(1)
Approximate Identities
170(1)
Exercises
171(1)
6.2 The Fourier Transform
171(3)
Definition and Basic Properties
171(1)
The Fourier Inversion Theorem
172(2)
Exercises
174(1)
6.3 Rapidly Decreasing Functions
174(4)
Definition and Basic Properties
174(2)
The Plancherel Theorem
176(1)
Exercises
177(1)
6.4 Fourier Analysis of Measures on Rd
178(3)
Convolution of Measures
178(1)
The Fourier-Stieltjes Transform
179(1)
Exercises
180(1)
7 Measures on Locally Compact Spaces
181(16)
7.1 Radon Measures
181(3)
Definition and Basic Properties
181(1)
Consequences of Regularity
182(1)
The Space of Complex Radon Measures
182(1)
The Support of a Radon Measure
183(1)
Exercises
184(1)
7.2 The Riesz Representation Theorem
184(4)
Exercises
187(1)
7.3 Products of Radon Measures
188(3)
Finitely Many Measures
188(1)
Infinitely Many Measures
189(1)
Exercises
190(1)
7.4 Vague Convergence
191(2)
Exercises
192(1)
7.5 The Daniell-Stone Representation Theorem
193(4)
II Functional Analysis 197(170)
8 Banach Spaces
199(42)
8.1 General Properties of Normed Spaces
199(7)
Topology and Geometry
200(1)
Separable Spaces
201(1)
Equivalent Norms
201(1)
Finite Dimensional Spaces
202(1)
* Strictly Convex Spaces
203(2)
Exercises
205(1)
8.2 Bounded Linear Transformations
206(4)
The Operator Norm
207(1)
The Banach Algebra B(X)
208(1)
The Dual Space X'
208(1)
Bilinear Transformations
208(1)
Exercises
209(1)
8.3 Concrete Representations of Dual Spaces
210(4)
The Dual of c0
210(1)
The Dual of c
210(1)
The Dual of LP
211(1)
The Dual of C0(X)
212(1)
Exercises
213(1)
8.4 Some Constructions
214(4)
Product Spaces
214(1)
Direct Sums
215(1)
Quotient Spaces
216(1)
Exercises
217(1)
8.5 Hahn-Banach Extension Theorems
218(4)
Real Version
218(1)
Complex Version
219(1)
Normed Space Version
220(1)
The Bidual of a Normed Space
221(1)
* Invariant Versions
221(1)
Exercises
222(1)
8.6 Applications of the Hahn-Banach Theorem
222(3)
The Moment Problem
222(1)
Invariant Means
223(1)
Banach Limits
224(1)
Invariant Set Functions
224(1)
Exercises
225(1)
8.7 Baire Category in Banach Spaces
225(4)
The Uniform Boundedness Principle
225(1)
The Open Mapping Theorem
226(2)
The Closed Graph Theorem
228(1)
Exercises
228(1)
8.8 Applications
229(5)
Divergent Fourier Series
229(2)
Vector-Valued Analytic Functions
231(1)
Summability
231(1)
Schauder Bases
232(1)
Exercises
233(1)
8.9 The Dual Operator
234(2)
Definition and Properties
234(1)
Annihilators
234(1)
Duals of Quotient Spaces and Subspaces
235(1)
Exercises
236(1)
8.10 Compact Operators
236(5)
* Fredholm Alternative for Compact Operators
238(2)
Exercises
240(1)
9 Locally Convex Spaces
241(16)
9.1 General Properties
241(5)
Geometry and Topology
241(1)
Seminormed Spaces
242(2)
Frechet Spaces
244(2)
Exercises
246(1)
9.2 Continuous Linear Functionals
246(3)
Continuity on Topological Vector Spaces
246(2)
Continuity on Locally Convex Spaces
248(1)
Continuity on Finite Dimensional Spaces
248(1)
Exercises
248(1)
9.3 Hahn-Banach Separation Theorems
249(3)
Weak Separation in a TVS
249(1)
Strict Separation in a LCS
249(1)
Some Consequences of the Separation Theorems
250(2)
The Bipolar Theorem
252(1)
Exercises
252(1)
9.4 Some Constructions
252(5)
Product Spaces
252(1)
Quotient Spaces
253(1)
Strict Inductive Limits
254(1)
Exercises
255(2)
10 Weak Topologies on Normed Spaces
257(16)
10.1 The Weak Topology
257(5)
Definition and General Properties
257(1)
Weak Sequential Convergence
258(1)
Convexity and Closure
259(1)
* Application: Weak Bases
260(1)
Exercises
261(1)
10.2 The Weak* Topology
262(5)
Definition and General Properties
262
The Dual of X'xw*
62(201)
The Banach-Alaoglu Theorem
263(1)
*Application: Means on Function Spaces
263(1)
Weak* Continuity
264(1)
* The Closed Range Theorem
265(1)
Exercises
266(1)
10.3 Reflexive Spaces
267(2)
Examples and Basic Properties
267(1)
Weak Compactness and Reflexivity
268(1)
Exercises
268(1)
10.4 Uniformly Convex Spaces
269(4)
Definition and General Properties
269(1)
Connections with Strict Convexity
270(1)
Weak and Strong Convergence
270(1)
Connection with Reflexivity
271(1)
Exercises
271(2)
11 Hilbert Spaces
273(16)
11.1 General Principles
273(5)
Sesquilinear Forms
273(1)
Semi-Inner-Product Spaces
274(1)
Inner Product Spaces. Hilbert Spaces
275(2)
Isomorphisms of Hilbert Spaces
277(1)
Exercises
278(1)
11.2 Orthogonality
278(3)
Orthogonal Complements
278(2)
The Riesz Representation Theorem
280(1)
Exercises
280(1)
11.3 Orthonormal Bases
281(5)
The Dimension of a Hilbert Space
283(1)
The Gram-Schmidt Process
283(1)
Fourier Series
284(1)
Exercises
285(1)
11.4 The Hilbert Space Adjoint
286(3)
Bounded Sesquilinear Functionals
286(1)
The Lax-Milgram Theorem
287(1)
Definition and Properties of the Adjoint
287(1)
B(H) as a C*-algebra
288(1)
Exercises
288(1)
12 Operator Theory
289(26)
12.1 Classes of Operators
289(7)
Normal Operators
289(1)
Self-Adjoint Operators
289(2)
Positive Operators
291(1)
Orthogonal Projections and Idempotents
292(1)
Unitary Operators
293(1)
* Partial Isometries
294(1)
Exercises
295(1)
12.2 Compact Operators and Operators of Finite Rank
296(3)
Rank One Operators
297(1)
An Approximation Theorem
297(1)
Exercises
298(1)
12.3 The Spectral Theorem for Compact Normal Operators
299(4)
Eigenvalues and Eigenvectors
299(1)
Diagonalizable Operators
299(2)
The Spectral Theorem
301(2)
Exercises
303(1)
12.4 Hilbert-Schmidt Operators
303(6)
The Hilbert-Schmidt Norm
303(1)
The Hilbert-Schmidt Inner Product
304(2)
The Hilbert-Schmidt Operator The Tensor Product of A and B
306(1)
Hilbert-Schmidt Integral Operators
307(2)
Exercises
309(1)
12.5 Trace Class Operators
309(6)
The Trace Norm
309(2)
The Trace
311(2)
The Dual Spaces B0(H)' and B1(H)'
313(1)
Exercises
314(1)
13 Banach Algebras
315(26)
13.1 Introduction
315(4)
Definitions and Examples
315(1)
The Group of Invertible Elements
316(1)
The Cauchy Product of Series
317(1)
Exercises
318(1)
13.2 Spectral Theory
319(5)
The Spectrum of an Element
319(1)
The Spectral Radius Formula
320(1)
Normal Elements in a C*-Algebra
321(2)
Exercises
323(1)
13.3 The Spectrum of an Algebra
324(2)
Characters
324(1)
Maximal Ideals
324(2)
Exercises
326(1)
13.4 Gelfand Theory
326(3)
The Representation Theorem
326(1)
Application: The Stone-Cech Compactification
327(1)
Application: Wiener's Theorem
328(1)
Exercises
329(1)
13.5 The Non-unital Case
329(4)
The Unitization of a Banach Algebra
329(1)
The Non-unital Representation Theorem
330(1)
The Spectrum of C0(X)
330(1)
The Spectrum of L1 (Rd)
331(1)
Exercises
332(1)
13.6 Operator Calculus
333(8)
The Continuous Functional Calculus
333(1)
Applications to Operators on Hilbert Space
334(2)
The Borel Functional Calculus
336(2)
The Spectral Theorem for Normal Operators
338(1)
Exercises
339(2)
14 Miscellaneous Topics
341(26)
14.1 Weak Sequential Compactness
341(3)
The Eberlein-Smulian Theorem
342(2)
14.2 Weak Compactness in L1
344(2)
Weak Convergence and Uniform Integrability
344(1)
The Dunford-Pettis Theorem
345(1)
14.3 Convexity and Compactness
346(2)
The Krein-Smulian Theorem
346(1)
Mazur's Theorem
347(1)
The Finite Dimensional Case
347(1)
14.4 Extreme Points
348(4)
Definitions and Examples
348(2)
The Krein-Milman Theorem
350(2)
14.5 Applications of the Krein-Milman Theorem
352(5)
Existence of Ergodic Measures
352(1)
The Stone-Weierstrass Theorem
353(1)
The Banach-Stone Theorem
354(1)
The Lyapunov Convexity Theorem
355(1)
The Ryll-Nardzewski Fixed Point Theorem
356(1)
14.6 Vector-Valued Integrals
357(7)
Weak Integrals in Banach Spaces
358(2)
Weak Integrals in Locally Convex Spaces
360(1)
The Bochner Integral
361(3)
14.7 Choquet's Theorem
364(3)
III Applications 367(126)
15 Distributions
369(16)
15.1 General Theory
369(2)
The Frechet Space Cinfinityk (U)
369(1)
The Spaces D(U) and D'(U)
370(1)
Examples of Distributions
370(1)
15.2 Operations on Distributions
371(1)
Derivative of a Locally Integrable Function
371(1)
Derivative of a Distribution
371(1)
Multiplication by a Smooth Function
372(1)
Composition with Linear Maps
372(1)
15.3 Distributions with Compact Support
372(2)
15.4 Convolution of Distributions
374(3)
15.5 Tempered Distributions
377(3)
The Fourier Transform of a Tempered Distribution
379(1)
15.6 Sobolev Theory
380(5)
Sobolev Spaces
380(1)
Application: Elliptic PDEs
381(1)
Sobolev Inequalities
382(3)
16 Analysis on Locally Compact Groups
385(38)
16.1 Topological Groups
385(2)
Definitions and Basic Properties
385(1)
Translation and Uniform Continuity
386(1)
16.2 Haar Measure
387(7)
Definition and Basic Properties
387(2)
Existence of Haar Measure
389(2)
Essential Uniqueness of Haar Measure
391(1)
The Modular Function
392(2)
16.3 Some Constructions
394(3)
Haar Measure on Direct Products
394(1)
Haar Measure on Semidirect Products
394(2)
Haar Measure on Quotient Groups
396(1)
16.4 The L1-Group Algebra
397(4)
Convolution and Involution
397(2)
Approximate Identities
399(1)
The Measure Algebra
400(1)
16.5 Representations
401(10)
Positive-Definite Functions
401(1)
Functions of Positive Type
402(1)
Unitary Representations
403(3)
Irreducible Representations
406(2)
Unitary Representations of Compact Groups
408(3)
16.6 Locally Compact Abelian Groups
411(12)
The Dual Group
411(4)
Bochner's Theorem
415(1)
The Inversion Theorem
416(3)
The Plancherel Theorem
419(1)
The Pontrjagin Duality Theorem
420(3)
17 Analysis on Semigroups
423(20)
17.1 Semigroups with Topology
423(1)
17.2 Weakly Almost Periodic Functions
424(5)
Definition and Basic Properties
424(1)
The Dual of the Space of Weakly Almost Periodic Functions
424(2)
The Weakly Almost Periodic Compactification
426(2)
Invariant Means on Weakly Almost Periodic Functions
428(1)
17.3 Almost Periodic Functions
429(2)
Definition and Basic Properties
429(1)
The Almost Periodic Compactification
430(1)
17.4 The Structure of Compact Semigroups
431(2)
Ellis's Theorem
431(1)
Existence of Idempotents
432(1)
Ideal Structure
432(1)
17.5 Strongly Almost Periodic Functions
433(4)
Definition and Basic Properties
433(2)
The Strongly Almost Periodic Compactification
435(2)
17.6 Semigroups of Operators
437(6)
Definitions and Basic Properties
437(1)
Dynamical Properties of Semigroups of Operators
438(3)
Ergodic Properties of Semigroups of Operators
441(2)
18 Probability Theory
443(50)
18.1 Random Variables
443(3)
Expectation and Variance
443(1)
Probability Distributions
444(2)
18.2 Independence
446(2)
Independent Events
446(1)
Independent Random Variables
446(2)
18.3 Conditional Expectation
448(1)
18.4 Sequences of Independent Random Variables
449(14)
Infinite Product Measures
450(2)
The Distribution of a Sequence of Random Variables
452(1)
Zero-One Laws
453(2)
Laws of Large Numbers
455(3)
The Central Limit Theorem
458(1)
The Individual Ergodic Theorem
459(3)
Stationary Processes
462(1)
18.5 Discrete-Time Martingales
463(9)
Filtrations
464(1)
Definition and General Properties of Martingales
464(2)
Stopping Times. Optional Sampling
466(2)
Uperossings
468(1)
Convergence of Martingales
469(2)
Reversed Martingales
471(1)
18.6 General Stochastic Processes
472(4)
The Consistency Conditions
472(1)
The Product of Measurable Spaces
473(1)
The Kolmogorov Extension Theorem
474(2)
18.7 Brownian Motion
476(8)
Construction of Brownian Motion
477(4)
Non-Differentiability of Brownian Paths
481(1)
Variation of Brownian Paths
482(1)
Brownian Motion as a Martingale
483(1)
18.8 Stochastic Integration
484(4)
The Ito Integral of a Step Process
484(2)
The General Ito Integral
486(1)
The Ito Integral as a Martingale
487(1)
18.9 An Application to Finance
488(5)
The Stock Price Process
489(1)
Self-Financing Portfolios
489(1)
Call Options
490(1)
The Black-Scholes Option Price
490(3)
IV Appendices 493(12)
A Change of Variables Theorem
495(6)
B Separate and Joint Continuity
501(4)
References 505(4)
List of Symbols 509(2)
Index 511
Hugo D. Junghenn is a professor of mathematics at The George Washington University. He has published numerous journal articles and is the author of several books, including Option Valuation: A First Course in Financial Mathematics and A Course in Real Analysis. His research interests include functional analysis, semigroups, and probability.