E-Book, Englisch, 174 Seiten
Reihe: Mathematical Notes
Hida Stationary Stochastic Processes
1. Auflage 2015
ISBN: 978-1-4008-6857-5
Verlag: De Gruyter
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
E-Book, Englisch, 174 Seiten
Reihe: Mathematical Notes
ISBN: 978-1-4008-6857-5
Verlag: De Gruyter
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise.
Originally published in 1970.
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Autoren/Hrsg.
Weitere Infos & Material
Frontmatter, pg. i
Preface, pg. iii
Contents, pg. iv
0. Introduction, pg. 1
1. Background, pg. 3
2. Brownian motion, pg. 14
3. Additive processes, pg. 31
4. Stationary processes, pg. 62
5. Gaussian processes, pg. 86
6. Hilbert space(L2) arising from white noise, pg. 94
7. FLow of the Brownian motion., pg. 106
8. Infinite dimensional rotation group, pg. 113
9. Fourier Analysis on (L2 ), motion group and Laplacian, pg. 120
10. Applications, pg. 135
11. Generalized White Noise, pg. 147
Appendix, pg. 163
