Infinite Dimensional Analysis: A Hitchhiker's Guide (2006)

Aimed at students and researchers, this is the very first book to present functional analysis in a unified manner, along with applications to economics, social sciences, and engineering. What readers will find in this monograph is nothing less than a complete and rigorous study of modern functional analysis. It is intended for the student or researcher who could benefit from functional analytic methods, but who does not have an extensive background in the subject and does not plan to make a career as a functional analyst. It develops the topological structures in connection with measure theory, convexity, Banach lattices, integration, correspondences (multifunctions), and the analytic approach to Markov processes. Many of the results were previously available only in works scattered throughout the literature.