Adam Bobrowski

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.

An Introduction

Functional Analysis for Probability and Stochastic Processes

A clear explanation of what an explosive Markov chain does after it passes through all available states in finite time.

From a Walk in the Interior to a Dance on the Boundary

Generators of Markov Chains

This text is designed both for students of probability and stochastic processes, and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.

Presents the classical theory of convergence of semigroups and looks at how it applies to real-world phenomena.

Convergence of One-parameter Operator Semigroups

Yuri Tomilov

Jacek Banasiak

Mirosław Lachowicz

This book features selected and peer-reviewed lectures presented at the 3rd Semigroups of Operators: Theory and Applications Conference, held in Kazimierz Dolny, Poland, in October 2018 to mark the 85th birthday of Jan Kisyński. Held every five years, the conference offers a forum for mathematicians using semigroup theory to discover what is happening outside their particular field of research and helps establish new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The book is intended for researchers, postgraduate and senior students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimisation and optimal control. The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while Hille and Yosida’s fundamental generation theorem dates back to the forties. The theory was originally designed as a universal language for partial differential equations and stochastic processes but, at the same time, it started to become an independent branch of operator theory. Today, it still has the same distinctive character: it develops rapidly by posing new ‘internal’ questions and, in answering them, discovering new methods that can be used in applications. On the other hand, it is being influenced by questions from PDE’s and stochastic processes as well as from applied sciences such as mathematical biology and optimal control and, as a result, it continually gathers new momentum. However, many results, both from semigroup theory itself and the applied sciences, are phrased in discipline-specific languages and are hardly known to the broader community.

Adam Bobrowski

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