Theory and application of random fields : proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute Bangalore, India, January 1982
Guardat en:
| Altres autors: | |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin [etc.] :
Springer-Verlag : Springer e-books
[20..].
Cham : Springer Nature |
| Col·lecció: | Lecture notes in control and information sciences
49 |
| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Theory and application of random fields, proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute Bangalore, India, January 1982, edited by G. Kallianpur, 1983, Berlin, Springer-Verlag, vi, 290 p., Lecture notes in control and information sciences, 3-540-12232-X • Theory and Application of Random Fields, Texte imprimé, 9783662185049 |
Taula de continguts:
- 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.