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.
Takeyuki Hida & Si Si
INNOVATION APPROACH TO RANDOM FIELDS, AN [PDF ebook]
Application of White Noise Theory
INNOVATION APPROACH TO RANDOM FIELDS, AN [PDF ebook]
Application of White Noise Theory
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Ngôn ngữ Anh ● định dạng PDF ● Trang 204 ● ISBN 9789812565389 ● Kích thước tập tin 3.1 MB ● Nhà xuất bản World Scientific Publishing Company ● Thành phố Singapore ● Quốc gia SG ● Được phát hành 2004 ● Có thể tải xuống 24 tháng ● Tiền tệ EUR ● TÔI 2445150 ● Sao chép bảo vệ Adobe DRM
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