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

Si Si Si, Hida Takeyuki Hida (Autoren)

eBook Download: PDF

2004
204 Seiten
World Scientific Publishing Company (Verlag)
978-981-4487-92-4 (ISBN)

Infos

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.

Produkt-Details

• Erscheint lt. Verlag: 14.7.2004
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• ISBN-10: 981-4487-92-9 / 9814487929
• ISBN-13: 978-981-4487-92-4 / 9789814487924