Need a Functional Analysis book

In summary, the conversation discusses the need for a measure/integration theory book that covers the basics, specifically for preparation in functional analysis and stochastic calculus. The book "Kreyszig" is suggested as an easy option that does not require prior knowledge in topology, unlike other books such as "Conway". It is also mentioned that "Royden" or "Folland" may be more suitable for the combination of functional analysis and measure theory.
  • #1
Tosh5457
134
28
I need a measure/integration theory book that covers the basics. I had already calculus, complex analysis, ODEs and topics of PDEs/Sturm-Liouville problem.

More specifically I need to learn functional analysis to be prepared for stochastic calculus. Any suggestions? Thank you.
 
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  • #2
I haven't read it myself, but everyone says that Kreyszig is the easiest one. In particular, it doesn't require you to know topology before you start. Some other books (in particular Conway) are impossible to read if you're not already very good at topology and pretty good at measure/integration theory.
 
  • #3
Fredrik said:
I haven't read it myself, but everyone says that Kreyszig is the easiest one. In particular, it doesn't require you to know topology before you start. Some other books (in particular Conway) are impossible to read if you're not already very good at topology and pretty good at measure/integration theory.

Hum looking at the contents of Kreyszig's book, actually I think what I need is measure/integration theory, or a combination of Functional analysis and measure theory.
 
  • #4
Sounds like you need something along the lines of Royden or Folland (Folland is more advanced and technical).
 
  • #5


I would recommend looking into the book "Functional Analysis" by Walter Rudin. This text covers the basics of functional analysis and measure/integration theory, as well as applications to stochastic calculus. It assumes a background in calculus, complex analysis, and differential equations, making it a good fit for your current knowledge base. Additionally, the book includes exercises to help solidify your understanding of the material. Other potential options could include "An Introduction to Functional Analysis" by Joseph Muscat or "Functional Analysis, Sobolev Spaces and Partial Differential Equations" by Haim Brezis. Ultimately, it is important to find a book that aligns with your specific needs and learning style. I hope this helps and good luck with your studies!
 

Related to Need a Functional Analysis book

1. What is Functional Analysis?

Functional Analysis is a branch of mathematics that deals with the study of vector spaces and linear transformations between them. It is often used to study infinite-dimensional spaces and their functions.

2. Why is Functional Analysis important?

Functional Analysis is important because it provides powerful tools for analyzing and understanding mathematical structures and their properties. It has applications in various fields such as physics, engineering, economics, and computer science.

3. What are some key concepts in Functional Analysis?

Some key concepts in Functional Analysis include Banach spaces, Hilbert spaces, linear operators, and spectral theory. These concepts allow for the study of functional spaces and their properties, as well as their applications in other areas of mathematics and science.

4. What are some recommended books on Functional Analysis?

Some highly recommended books on Functional Analysis include "Introductory Functional Analysis with Applications" by Erwin Kreyszig, "Functional Analysis" by Walter Rudin, and "Functional Analysis, Sobolev Spaces and Partial Differential Equations" by Haim Brezis.

5. How can Functional Analysis be applied in real-world situations?

Functional Analysis has many applications in real-world situations, such as in physics for analyzing quantum mechanics and in engineering for solving partial differential equations. It also has applications in data analysis, signal processing, and control theory.

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