Innovation Approach to Random Fields: Application of White Noise Theory

Innovation Approach to Random Fields: Application of White Noise Theory
Автор
 
Год
 
Страниц
 
204
ISBN
 
ISBN10:9812380957

Описание:

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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