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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: Lecture Notes in Control and Information Sciences, cartea 49

Editat de G. Kallianpur
en Limba Engleză Paperback – apr 1983

Din seria Lecture Notes in Control and Information Sciences

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Specificații

ISBN-13: 9783540122326
ISBN-10: 354012232X
Pagini: 304
Ilustrații: VI, 295 p. 2 illus.
Dimensiuni: 170 x 244 x 16 mm
Greutate: 0.49 kg
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Control and Information Sciences

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.