Item description for An Innovation Approach to Random Fields: Application of White Noise Theory by Takeyuki Hida & Si Si...
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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Studio: World Scientific Publishing Company
Est. Packaging Dimensions: Length: 9" Width: 6.2" Height: 0.7" Weight: 0.85 lbs.
Release Date Jul 31, 2004
Publisher World Scientific Publishing Company
ISBN 9812380957 ISBN13 9789812380951