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This work is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered, therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, for example, white noise. The first chapter is devoted to stochastic calculus, and its main goal is to prepare the tools for solving stochastic equations. In the second chapter, the structure of stochastic equations, mainly the structure of the Gaussian strong linear operators, is studied. In chapter three, the definition of the action of the stochastic operator on random elements is considered. Chapter four deals with the mathematical models in which the notions of stochastic calculus arise, and in the final chapter, the equation with random operators is considered. This book should be useful to researchers in the field of probability theory and stochastics.
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- PublisherDe Gruyter
- Publication date1994
- ISBN 10 9067641634
- ISBN 13 9789067641630
- BindingHardcover
- Number of pages116
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Stochastic Analysis and Random Maps in Hilbert Space
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Stochastic Analysis and Random Maps in Hilbert Space
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Book Description Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered. Therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, i.e. white noise. The book consists of five chapters. The first chapter is devoted to stochastic calculus and its main goal is to prepare the tools for solving stochastic equations. In the second chapter the structure of stochastic equations, mainly the structure of Gaussian strong linear operators, is studied. In chapter 3 the definition of the action of the stochastic operator on random elements in considered. Chapter 4 deals with the mathematical models in which the notions of stochastic calculus arise and in the final chapter the equation with random operators is considered. 116 pp. Englisch. Seller Inventory # 9789067641630
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Stochastic Analysis and Random Maps in Hilbert Space
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(1994)
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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This work is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered.Frontmatter . Seller Inventory # 449864343
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Book Description Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered. Therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, i.e. white noise. The book consists of five chapters. The first chapter is devoted to stochastic calculus and its main goal is to prepare the tools for solving stochastic equations. In the second chapter the structure of stochastic equations, mainly the structure of Gaussian strong linear operators, is studied. In chapter 3 the definition of the action of the stochastic operator on random elements in considered. Chapter 4 deals with the mathematical models in which the notions of stochastic calculus arise and in the final chapter the equation with random operators is considered. Seller Inventory # 9789067641630
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