Stochastic Analysis and Random Maps in Hilbert Space - Hardcover

Dorogovtsev, A. A.

 
9789067641630: Stochastic Analysis and Random Maps in Hilbert Space
Hardcover
ISBN 10: 9067641634 ISBN 13: 9789067641630
Verlag: De Gruyter, 1994

Inhaltsangabe

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Reseña del editor

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information. This book is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered. Therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, i.e. white noise. The book consists of five chapters. The first chapter is devoted to stochastic calculus and its main goal is to prepare the tools for solving stochastic equations. In the second chapter the structure of stochastic equations, mainly the structure of Gaussian strong linear operators, is studied. In chapter 3 the definition of the action of the stochastic operator on random elements in considered. Chapter 4 deals with the mathematical models in which the notions of stochastic calculus arise and in the final chapter the equation with random operators is considered.

Reseña del editor

This work is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered, therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, for example, white noise. The first chapter is devoted to stochastic calculus, and its main goal is to prepare the tools for solving stochastic equations. In the second chapter, the structure of stochastic equations, mainly the structure of the Gaussian strong linear operators, is studied. In chapter three, the definition of the action of the stochastic operator on random elements is considered. Chapter four deals with the mathematical models in which the notions of stochastic calculus arise, and in the final chapter, the equation with random operators is considered. This book should be useful to researchers in the field of probability theory and stochastics.

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Verlag
De Gruyter
Erscheinungsdatum
1994
Sprache
Englisch
ISBN 10 
9067641634
ISBN 13 
9789067641630
Einband
Tapa dura
Anzahl der Seiten
116
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Verantwortliche Person
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