Innovation Approach To Random Fields, An: Application Of White Noise Theory - Image 1

£38.59

World Scientific Publishing Company Innovation Approach To Random Fields, An: Application Of White Noise Theory

Name: Innovation Approach To Random Fields, An: Application Of White Noise Theory
Brand: World Scientific Publishing Company
Price: 37.94 GBP
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Applied Mathematics

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Description

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 Specifications

Brand: World Scientific Publishing Company
Format: Hardcover
ASIN: 9812380957
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 16 July 2004
Listed Since: 05 February 2007

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