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.
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