Stochastic Analysis for Gaussian Random Processes and Fields

Name: Stochastic Analysis for Gaussian Random Processes and Fields
Brand: Taylor & Francis Ltd
Price: 89.99 AUD
Availability: BackOrder

With Applications

By: Vidyadhar S. Mandrekar, Leszek Gawarecki

Write A Review

Paperback | 18 December 2020 | Edition Number 1

At a Glance

Paperback
201 Pages

Dimensions(cm)
23.4 x 15.6

Paperback

RRP $101.00

$89.99

11%OFF

or 4 interest-free payments of $22.50 with

or

Available for Backorder. We will order this from our supplier however there isn't a current ETA.

Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).

The book begins with preliminary results on covariance and associated RKHS before introducing the Gaussian process and Gaussian random fields. The authors use chaos expansion to define the Skorokhod integral, which generalizes the It integral. They show how the Skorokhod integral is a dual operator of Skorokhod differentiation and the divergence operator of Malliavin. The authors also present Gaussian processes indexed by real numbers and obtain a Kallianpur-Striebel Bayes' formula for the filtering problem. After discussing the problem of equivalence and singularity of Gaussian random fields (including a generalization of the Girsanov theorem), the book concludes with the Markov property of Gaussian random fields indexed by measures and generalized Gaussian random fields indexed by Schwartz space. The Markov property for generalized random fields is connected to the Markov process generated by a Dirichlet form.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $79.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.