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

Hida, Takeyuki; Si, Si

 
9789812380951: An Innovation Approach to Random Fields: Application of White Noise Theory
Rilegato
ISBN 10: 9812380957 ISBN 13: 9789812380951
Casa editrice: World Scientific Pub Co Inc, 2004

Sinossi

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.

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Product Description

Book by Hida Takeyuki Si Si

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
World Scientific Pub Co Inc
Data di pubblicazione
2004
Lingua
Inglese
ISBN 10 
9812380957
ISBN 13 
9789812380951
Rilegatura
Copertina rigida
Numero di pagine
204
Contatto del produttore
non disponibile
Persona responsabile
non disponibile