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:cop. 2012.

Publication Statements

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

The Physical Object

Description:1 vol. (XIII-253 p.) : : ill. ; : 24 cm

Edition Identifiers

ISBN:9789812836885, 9812836888
oclc:ocn835731698
LC Classification:QA274.29
Dewey Decimal:519.22

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.

Subjects

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