ENGLISH

Generalized Stochastic Processes

By Stefan Schäffler

Book information

Publisher
Springer International Publishing;Birkhäuser
Year
2018
ISBN
978-3-319-78767-1, 978-3-319-78768-8
Language
english
Format
PDF
Filesize
4 MB (3939921 bytes)
Series
Compact Textbooks in Mathematics
Edition
1st ed.
Pages
XV, 183\190
Time added
2018-08-15 07:07:45
Mathematics; Probability Theory and Stochastic Pro

Description

This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstanding role in noise modelling. Secondly, this textbook is a guide to noise modelling for mathematicians and engineers to foster the interdisciplinary discussion between mathematicians (to provide effective noise models) and engineers (to be familiar with the mathematical backround of noise modelling in order to handle noise models in an optimal way).Two appendices on "A Short Course in Probability Theory" and "Spectral Theory of Stochastic Processes" plus a well-choosen set of problems and solutions round this compact textbook off. Front Matter ....Pages i-xv Generalized Functions (Stefan Schäffler)....Pages 1-27 Stochastic Processes (Stefan Schäffler)....Pages 29-91 Stochastic Differential Equations (Stefan Schäffler)....Pages 93-141 Generalized Random Fields (Stefan Schäffler)....Pages 143-160 Back Matter ....Pages 161-183

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