An innovation approach to random fields : application of white noise theory /
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| Author / Creator: | Takeyuki, Hida. |
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| Imprint: | Singapore ; London : World Scientific, ©2004. |
| Description: | 1 online resource (xiii, 189 pages) |
| Language: | English |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11144509 |
| Summary: | 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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| Physical Description: | 1 online resource (xiii, 189 pages) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9812380957 9789812380951 9812565388 9789812565389 1281876968 9781281876966 |