Innovation Approach To Random Fields, An: Application Of White Noise Theory By: Hida Takeyuki Publisher: World Scientific Print ISBN: 9789812380951, 9812380957 eText ISBN: 9789812565389, 9812565388 Format: PDF Available from $ 172.00 USD SKU: 9789812565389 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. SKU: 9789812380951 Download now: https://ebookscoffee.sellpass.io/pr...m-Fields-An-Application-Of-White-Noise-Theory
