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

Author(s)

• IFIP WG 7.1 Working Conference
• Kallianpur, G.
• Indian Statistical Institute

Bibliographic Information

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

（Lecture notes in control and information sciences, 49）

Springer-Verlag, 1983

• : us
• : gw

Note

Includes bibliographies

Description and Table of Contents

Table of Contents

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.

by "Nielsen BookData"

Details

• NCID: BA10047467
• ISBN:
  • 038712232X
  • 354012232X
• LCCN: 83000596
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; New York
• Pages/Volumes: vi, 290 p.
• Size: 25 cm
• Classification:
  • LCC : QA274.45
  • DC19 : 519.2
• Subject Headings:
  • LCSH : Random fields -- Congresses
• Parent Bibliography ID:
  • BA00216932