Theory and Application of Random Fields
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Theory and Application of Random Fields: Proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute Bangalore, India, January 1982

Theory and Application of Random Fields: Proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute Bangalore, India, January 1982

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About the Book

Table of Contents:
Random measures and stochastic integration.- A topological invariant for linear systems describing some random fields.- Gaussian random fields and Gaussian evolutions.- Remarks on convergence of feynman path integrals.- Stochastic evolution equations and densities of the conditional distributions.- Generalized Brownian functionals.- Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula.- Quantum diffusions.- Stochastic differential equations in infinite dimensions.- Commuting semigroups of isometries and karhunen representation of second order stationary random fields.- Robust filtering for systems with correlation between signal and observation.- Ito formula for generalized Brownian functionals.- Donsker's delta function as a generalized Brownian functional and its application.- The variational principle for stationary Gaussian Markov fields.- Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations.- Quelques resultats analytiques sur le semi-groupe d'Ornstein-Uhlenbeck en dimension infinie.- On a wave equation associated with prediction errors for a stationary Gaussian process.- A stochastic Dyson series expansion.- On Poisson multiple stochastic integrals and associated equilibrium Markov processes.- Invitation to white noise calculus.- Some probabilistic problems in the spatially homogeneous Boltzmann equation.- Unilateral models for stochastic lattice processes.- Random walks among random scatterers.- Malliavin's calculus in terms of generalized Wiener functionals.


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Product Details
  • ISBN-13: 9783540122326
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Publisher Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Height: 244 mm
  • No of Pages: 295
  • Returnable: Y
  • Width: 170 mm
  • ISBN-10: 354012232X
  • Publisher Date: 01 Apr 1983
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Sub Title: Proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute Bangalore, India, January 1982


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