Details
Innovation Approach To Random Fields, An: Application Of White Noise Theory
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210,00 € |
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| Verlag: | World Scientific Publishing |
| Format: | |
| Veröffentl.: | 14.07.2004 |
| ISBN/EAN: | 9789812565389 |
| Sprache: | englisch |
| Anzahl Seiten: | 204 |
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Beschreibungen
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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