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
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書誌事項
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
（Lecture notes in control and information sciences, 49）
Springer-Verlag, 1983
- : us
- : gw
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注記
Includes bibliographies
内容説明・目次
目次
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.
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