Umfang:
Online-Ressource (VI, 295 p)
,
digital
Ausgabe:
Springer eBook Collection. Engineering
ISBN:
9783540395645
Serie:
Lecture Notes in Control and Information Sciences 49
Inhalt:
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.
Anmerkung:
Literaturangaben
Weitere Ausg.:
ISBN 9783540122326
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Theory and application of random fields Berlin [u.a.] : Springer, 1983 ISBN 354012232X
Weitere Ausg.:
ISBN 038712232X
Sprache:
Englisch
Fachgebiete:
Mathematik
Schlagwort(e):
Stochastisches Feld
;
Zufälliges Feld
;
Konferenzschrift
URL:
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