Need a Functional Analysis book

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SUMMARY

The discussion centers on the need for a foundational book in functional analysis and measure/integration theory, particularly for preparation in stochastic calculus. Participants recommend "Kreyszig" as the most accessible text, as it does not require prior knowledge of topology. In contrast, "Conway" is noted for its difficulty, necessitating a strong background in topology and measure/integration theory. Additionally, "Royden" and "Folland" are suggested for those seeking a more comprehensive understanding, with Folland being recognized as more advanced.

PREREQUISITES
  • Understanding of basic calculus concepts
  • Familiarity with ordinary differential equations (ODEs)
  • Knowledge of complex analysis
  • Basic concepts of partial differential equations (PDEs) and Sturm-Liouville problems
NEXT STEPS
  • Study "Kreyszig" for an introductory approach to functional analysis
  • Explore "Royden" for a solid foundation in measure/integration theory
  • Investigate "Folland" for advanced topics in measure theory
  • Review "Conway" only if proficient in topology and measure theory
USEFUL FOR

Students and professionals preparing for stochastic calculus, particularly those seeking foundational knowledge in functional analysis and measure/integration theory.

Tosh5457
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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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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.
 
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.
 
Sounds like you need something along the lines of Royden or Folland (Folland is more advanced and technical).
 

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