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

Hida, Takeyuki; Si, Si

 
9789812380951: Innovation Approach To Random Fields, An: Application Of White Noise Theory
Hardcover
ISBN 10: 9812380957 ISBN 13: 9789812380951
Publisher: World Scientific Publishing Co Pte Ltd, 2004

Synopsis

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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Review

?This book contains many references to the literature, with small examples containing open ends and suggestions..."

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Publisher
World Scientific Publishing Co Pte Ltd
Publication date
2004
Language
English
ISBN 10 
9812380957
ISBN 13 
9789812380951
Binding
Hardcover
Number of pages
204