ENGLISH

An innovation approach to random fields: application of white noise theory

By Takeyuki Hida , Si Si

Book information

Publisher
World Scientific
Year
2004
ISBN
9812380957, 9789812380951, 9789812565389
Open Library ID
OL9196247M
Language
english
Format
PDF
Filesize
1 MB (1350817 bytes)
Pages
203\203
Library
kolxoz
Time added
2009-07-20 03:45:11

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.

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