ENGLISH

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

By Takeyuki Hida , Si Si

Book information

Publisher
World Scientific Publishing Company
Year
2004
ISBN
981-238-095-7
Open Library ID
OL9196247M
Language
english
Format
PDF
Filesize
4 MB (3901373 bytes)
Pages
203\203
Library
mexmat
Time added
2009-07-20 03:45:11

Description

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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