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Stochastic Analysis and Random Maps in Hilbert Space [Hardcover]

Stochastic Analysis and Random Maps in Hilbert Space [Hardcover]

By A. A. Dorogovtsev (Author)
Our Price $ 120.40  
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Item description for Stochastic Analysis and Random Maps in Hilbert Space by A. A. Dorogovtsev...

This work is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered, therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, for example, white noise. The first chapter is devoted to stochastic calculus, and its main goal is to prepare the tools for solving stochastic equations. In the second chapter, the structure of stochastic equations, mainly the structure of the Gaussian strong linear operators, is studied. In chapter three, the definition of the action of the stochastic operator on random elements is considered. Chapter four deals with the mathematical models in which the notions of stochastic calculus arise, and in the final chapter, the equation with random operators is considered. This book should be useful to researchers in the field of probability theory and stochastics.

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Item Specifications...

Studio: Brill Academic Publishers
Pages   110
Est. Packaging Dimensions:   Length: 9.5" Width: 6.2" Height: 0.5"
Weight:   0.5 lbs.
Binding  Hardcover
Publisher   Brill Academic Publishers
ISBN  9067641634  
ISBN13  9789067641630  

Availability  0 units.

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