Introduction to Hida distributions /

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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:
White noise theory.
Stochastic analysis.
Stochastic differential equations.
Théorie du bruit blanc.
Analyse stochastique.
Équations différentielles stochastiques.
MATHEMATICS > Probability & Statistics > General.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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