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Innovation Approach To Random Fields, An: Application Of White Noise Theory eBook
$172.00 Original price was: $172.00.$130.00Current price is: $130.00.
By: Hida Takeyuki
Publisher: World Scientific
Print ISBN: 9789812380951, 9812380957
eText ISBN: 9789812565389, 9812565388
Format: Fixed
More information about the product format
eText ISBN: 9789812565389
SKU: 9789812565389
Category: Trending
Tags: Differential Equations, mathematics
Print ISBN: 9789812380951
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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