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

by Takeyuki Hida, Si Si

Overview

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.

Product Details

ISBN-13:	9789812380951
Publisher:	World Scientific Publishing Company, Incorporated
Publication date:	07/16/2004
Pages:	204
Product dimensions:	6.10(w) x 9.00(h) x 0.70(d)