INNOVATION APPROACH TO RANDOM FIELDS, AN: APPLICATION OF WHITE NOISE THEORY

Hida, Takeyuki,Si, Si

ISBN 10: 9812380957 / ISBN 13: 9789812380951

Editore: World Scientific Publishing Comp, 2004

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Riassunto:

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.

Product Description: Book by Hida Takeyuki Si Si

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Titolo: INNOVATION APPROACH TO RANDOM FIELDS, AN: ...
Casa editrice: World Scientific Publishing Comp
Data di pubblicazione: 2004
Legatura: hardcover
Condizione: Very Good