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Introduction to Hida distributions /

This book provides the mathematical definition of white noise and gives its significance. White noise is in fact a typical class of idealized elemental (infinitesimal) random variables. Thus, we are naturally led to have functionals of such elemental random variables that is white noise. This book a...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Si, Si
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, NJ : World Scientific, ©2012.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Introduction to Hida distributions /  |c Si Si. 
260 |a Singapore ;  |a Hackensack, NJ :  |b World Scientific,  |c ©2012. 
300 |a 1 online resource (xiii, 253 pages) :  |b illustrations 
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380 |a Bibliography 
504 |a Includes bibliographical references (pages 243-249) and index. 
505 0 |a Preliminaries and discrete parameter white noise -- Continuous parameter white noise -- White noise functionals -- White noise analysis -- Stochastic integral -- Gaussian and Poisson noises -- Multiple Markov properties of generalized Gaussian processes and generalizations -- Classification of noises -- Lévy processes. 
520 |a This book provides the mathematical definition of white noise and gives its significance. White noise is in fact a typical class of idealized elemental (infinitesimal) random variables. Thus, we are naturally led to have functionals of such elemental random variables that is white noise. This book analyzes those functionals of white noise, particularly the generalized ones called Hida distributions, and highlights some interesting future directions. The main part of the book involves infinite dimensional differential and integral calculus based on the variable which is white noise. The present book can be used as a supplementary book to Lectures on White Noise Functionals published in 2008, with detailed background provided. 
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650 0 |a White noise theory. 
650 0 |a Stochastic analysis. 
650 0 |a Stochastic differential equations. 
650 4 |a Stochastic analysis. 
650 4 |a Stochastic differential equations. 
650 4 |a White noise theory. 
650 6 |a Théorie du bruit blanc. 
650 6 |a Analyse stochastique. 
650 6 |a Équations différentielles stochastiques. 
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650 7 |a Stochastic analysis  |2 fast 
650 7 |a Stochastic differential equations  |2 fast 
650 7 |a White noise theory  |2 fast 
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880 8 |6 505-00/(S  |a 2.5 Stationary generalized stochastic processes3. White Noise Functionals; 3.1 In line with standard analysis; 3.2 White noise functionals; 3.3 Infinite dimensional spaces spanned by generalized linear functionals of white noise; 3.4 Some of the details of quadratic functionals of white noise; 3.5 The T -transform and the S-transform; 3.6 White noise (t) related to δ-function; 3.7 Infinite dimensional space generated by Hermite polynomials in (t)'s of higher degree; 3.8 Generalized white noise functionals; 3.9 Approximation to Hida distributions. 
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