Innovation Approach To Random Fields, An: Application Of White Noise Theory
- Editore:
World Scientific
- EAN:
9789812380951
- ISBN:
9812380957
- Pagine:
- 204
- Formato:
- Hardback
- Lingua:
- Inglese
Descrizione Innovation Approach To Random Fields, An: Application Of White Noise Theory
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.