Theory and Application of Random Fields: "Proceedings Of The Ifip-Wg 7/1 Working Conference Held Under The Joint Auspices Of The Indian Statistical ... and Information Sciences, 49, Band 49) - Softcover

Kallianpur, G.

 
9783540122326: Theory and Application of Random Fields: "Proceedings Of The Ifip-Wg 7/1 Working Conference Held Under The Joint Auspices Of The Indian Statistical ... and Information Sciences, 49, Band 49)
Softcover
ISBN 10: 354012232X ISBN 13: 9783540122326
Verlag: Springer, 2013

Inhaltsangabe

Random measures and stochastic integration.- A topological invariant for linear systems describing some random fields.- Gaussian random fields and Gaussian evolutions.- Remarks on convergence of feynman path integrals.- Stochastic evolution equations and densities of the conditional distributions.- Generalized Brownian functionals.- Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula.- Quantum diffusions.- Stochastic differential equations in infinite dimensions.- Commuting semigroups of isometries and karhunen representation of second order stationary random fields.- Robust filtering for systems with correlation between signal and observation.- Ito formula for generalized Brownian functionals.- Donsker's delta function as a generalized Brownian functional and its application.- The variational principle for stationary Gaussian Markov fields.- Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations.- Quelques resultats analytiques sur le semi-groupe d'Ornstein-Uhlenbeck en dimension infinie.- On a wave equation associated with prediction errors for a stationary Gaussian process.- A stochastic Dyson series expansion.- On Poisson multiple stochastic integrals and associated equilibrium Markov processes.- Invitation to white noise calculus.- Some probabilistic problems in the spatially homogeneous Boltzmann equation.- Unilateral models for stochastic lattice processes.- Random walks among random scatterers.- Malliavin's calculus in terms of generalized Wiener functionals.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
354012232X
ISBN 13 
9783540122326
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
304
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