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Více informací o knize Innovation Approach To Random Fields, An: Application Of White Noise Theory

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Anotace knihy

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 text 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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Innovation Approach To Random Fields, An: Application Of White Noise Theory
• Autor: T. Hida, Si Si, Si Si
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 204
• EAN: 9789812380951
• ISBN: 9812380957
• ID: 05067279
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 399 g
• Rozměry: 234 × 161 × 17 mm
• Datum vydání: 16. July 2004

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