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Need a Functional Analysis book

  1. Sep 19, 2014 #1
    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.
     
    Last edited: Sep 19, 2014
  2. jcsd
  3. Sep 19, 2014 #2

    Fredrik

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    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.
     
  4. Sep 19, 2014 #3
    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.
     
  5. Sep 20, 2014 #4
    Sounds like you need something along the lines of Royden or Folland (Folland is more advanced and technical).
     
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