Introduction to Hida distributions

Introduction to Hida distributions

by Si, Si

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Title Statements

  • Full title :Introduction to Hida distributions / Si Si.

Edition Statements

  • Publication Date:©2012.

Publication Statements

  • Publisher(s):World Scientific
  • Place of Publication:Singapore
  • Language:eng
  • Publication Date:©2012.

The Physical Object

  • Description:xiii, 253 pages : : illustrations ; : 24 cm

Edition Identifiers

  • ISBN:9812836888, 9789812836885
  • oclc:ocn311230307
  • LC Classification:QA274.29
  • Dewey Decimal:519.22

Table of Contents

1. Preliminaries and discrete parameter white noise -- 2. Continuous parameter white noise -- 3. White noise functionals -- 4. White noise analysis -- 5. Stochastic integral -- 6. Gaussian and Poisson noises -- 7. Multiple Markov properties of generalized Gaussian processes and generalizations -- 8. Classification of noises -- 9. Lévy processes -- Appendix.

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Subjects

Analyse stochastique Équations différentielles stochastiques Stochastic analysis Stochastic differential equations Théorie du bruit blanc White noise theory

Writers

Si, Si

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