Theory and Application of Random Fields: Proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical . Notes in Control and Information Sciences)

Kallianpur, G. [Editor]

ISBN 10: 354012232X / ISBN 13: 9783540122326

Published by Springer, 1983

About this Item

Ex-Library paperback with all the usual markings, attachments, and library wear. Text block clean and unmarked. Tight binding.

Seller Inventory # GL17A33876

Bibliographic Details

• Title: Theory and Application of Random Fields: Proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical . Notes in Control and Information Sciences)
• Publisher: Springer
• Publication Date: 1983
• Language: English
• ISBN 10: 354012232X
• ISBN 13: 9783540122326
• Binding: Paperback
• Condition: Good
• Weight: 19 ounces

About this title

Synopsis

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.