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Stochastic analysis for Gaussian random processes and fields : with applications /

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Bibliographic Details
Main Authors: Mandrekar, V. (Vidyadhar), 1939- (Author), Gawarecki, Leszek (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : CRC Press, [2016]
Series:Monographs on statistics and applied probability (Series) ; 145.
Subjects:
Gaussian processes.
Stochastic processes.
Stochastic Processes
Processus gaussiens.
Processus stochastiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Gaussian processes
Stochastic processes
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1. Covariances and associated reproducing kernel Hilbert spaces
  • 2. Gaussian random fields
  • 3. Stochastic integration for gaussian random fields
  • 4. Skorohod and Malliavin derivatives for gaussian random fields
  • 5. Filtering with general gaussian noise
  • 6. Equivalence and singularity
  • 7. Markov property of gaussian fields
  • 8. Markov property of gaussian fields and dirichlet forms.