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Innovation Approach To Random Fields, An: Application Of White Noise Theory

Name: Innovation Approach To Random Fields, An: Application Of White Noise Theory
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05067279
Price: 117.99 EUR
Availability: InStock
Author: T. Hida
ISBN: 9789812380951

T. Hida

Si Si

Lingua

Inglese

Libro Rigido

Codice Libristo: 05067279

Casa editrice World Scientific Publishing Co Pte Ltd, luglio 2004

A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a... Descrizione completa

Codice Libristo: 05067279

289 b

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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 text 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.