An Innovation Approach to Random Fields: Application of White Noise Theory - Hardcover

Hida, Takeyuki; Si, Si

 
9789812380951: An Innovation Approach to Random Fields: Application of White Noise Theory
Hardcover
ISBN 10: 9812380957 ISBN 13: 9789812380951
Verlag: World Scientific Publishing, 2004

Inhaltsangabe

A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a multi-dimensional manifold like a curve or a surface. As the parameter varies, the random field carries much information and hence it has complex stochastic structure.The authors of this book use an approach that is characteristic: namely, they first construct innovation, which is the most elemental stochastic process with a basic and simple way of dependence, and then express the given field as a function of the innovation. They therefore establish an infinite-dimensional stochastic calculus, in particular a stochastic variational calculus. The analysis of functions of the innovation is essentially infinite-dimensional. The authors use not only the theory of functional analysis, but also their new tools for the study.

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

Verlag
World Scientific Publishing
Erscheinungsdatum
2004
Sprache
Englisch
ISBN 10 
9812380957
ISBN 13 
9789812380951
Einband
Gebundene Ausgabe
Anzahl der Seiten
189
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar