Stochastic analysis for gaussian random processes and fields : with applications / Vidyadhar S. Mandrekar, Michigan State University, East Lansing, USA; Leszek Gawarecki, Kettering University Flint, Michigan, USA.

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: CRC Press
Format: Electronic eBook
Language:English
Published: Boca Raton : CRC Press, [2015]
Series:Monographs on statistics and applied probability (Series) ; 145.
Subjects:
Gaussian processes.
Stochastic processes.
Electronic books.
Online Access: Full text (WIT users only)
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.

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