Infinite Dimensional Analysis: A Hitchhiker’s Guide

This book is intended for the student or researcher who could benefit from functional analytic methods, but who does not have an extensive background and does not plan to make a career as a functional analyst. It develops topology, convexity, Banach lattices, integration, correspondences (multifunctions), and the analytic approach to Markov processes. Many of the results were previously available only in esoteric monographs. The choice of material was motivated from problems in control theory and economics, although the material is more applicable than applied.