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

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

By
Takeyuki Hida (Author) Si Si (Author)  

Hardback

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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.
  • Contributor: Takeyuki Hida
  • Imprint: World Scientific Publishing Co Pte Ltd
  • ISBN13: 9789812380951
  • Number of Pages: 204
  • Format: Hardback
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Release Date: 2004-07-16
  • Binding: Hardback

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