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Innovation Approach to Random Fields, An: Application of White Noise Theory

by Takeyuki Hida , Si Si
Save 17% Save 17%
Current price ₹13,549.00
Original price ₹16,259.00
Original price ₹16,259.00
Original price ₹16,259.00
(-17%)
₹13,549.00
Current price ₹13,549.00

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Book cover type: Hardcover
  • ISBN13: 9789812380951
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 204
  • Original Price: GBP 95.0
  • Language: English
  • Edition: N/A
  • Item Weight: 400 grams
  • BISAC Subject(s): Applied

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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