Probabilistic Analysis and Related Topics: Volume 3 - Softcover

9781483236186: Probabilistic Analysis and Related Topics: Volume 3

Softcover

ISBN 10: 1483236188 ISBN 13: 9781483236186

Publisher: Academic Press, 2014

Probabilistic Analysis and Related Topics, Volume 1 focuses on the continuity, differentiability, and integrability of random functions, including functional analysis, operator theory, measure theory, and numerical analysis.

The selection first offers information on stochastic partial differential equations in turbulence related problems and estimation and stochastic control for linear infinite-dimensional systems. Discussions focus on deterministic quadratic cost-control problem; partial differential equations in stochastic wave propagation; and theory of stochastic partial differential equations. The text then examines random integrodifferential equations, including small perturbations, existence and uniqueness of solutions, stochastic properties of solution processes, and vibration string.

The manuscript ponders on equivalence and singularity of Gaussian measures and applications and stochastic Riemannian geometry. Concerns include semilocal properties, Brownian motion, reproducing kernel Hilbert spaces and Gaussian processes, equivalence and singularity of Gaussian processes, and general problem of equivalence and singularity.

The selection is a vital source of information for mathematicians and researchers interested in the general theory of random functions.

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