TY  - GEN
T1  - An innovation approach to random fields : application of white noise theory
A1  - Takeyuki, Hida
A2  - Si, Si
LA  - English
PP  - Singapore ; London
PB  - World Scientific
YR  - 2004
UL  - https://ebooks.jgu.edu.in/Record/ebsco_acadsubs_ocm70744149
AB  - A random field is a mathematical model of evolutional fluctuatingcomplex systems parametrized by a multi-dimensional manifold like acurve or a surface. As the parameter varies, the random field carriesmuch information and hence it has complex stochastic structure. The authors of this book use an approach that is characteristic:namely, they first construct innovation, which is the most elementalstochastic process with a basic and simple way of dependence, and thenexpress the given field as a function of the innovation. Theytherefore establish an infinite-dimensional stochastic calculus, inpartic.
OP  - 189
CN  - QA274.2 .H53 2004eb
SN  - 9812380957
SN  - 9789812380951
SN  - 9812565388
SN  - 9789812565389
SN  - 1281876968
SN  - 9781281876966
KW  - Stochastic analysis.
KW  - Random fields.
KW  - Random noise theory.
KW  - Analyse stochastique.
KW  - Champs aléatoires.
KW  - Théorie du bruit aléatoire.
KW  - MATHEMATICS : Probability & Statistics : Stochastic Processes.
KW  - Random noise theory
KW  - Random fields
KW  - Stochastic analysis
KW  - Bruit aléatoire, Théorie du.
ER  -