Author: Christian Houdre
Publisher: CRC Press
ISBN: 9780849380723
Category : Mathematics
Languages : en
Pages : 396
Get Book Here
Book Description
The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, stochastic processes, mathematical physics, and statistics. Divided into four parts, this book features a wide selection of surveys and recent developments on these subjects. Part 1 introduces the concepts, techniques, and applications of multiple Wiener-Ito and related integrals. The second part includes papers on chaos random variables appearing in many limiting theorems. Part 3 is devoted to mixing, zero-one laws, and path continuity properties of chaos processes. The final part presents several applications to stochastic analysis.
Author:
Publisher:
ISBN:
Category : Power resources
Languages : en
Pages : 1198
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 584
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 620
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 726
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Mathematical physics
Languages : en
Pages : 504
Get Book Here
Book Description
Author: Nasir Uddin Ahmed
Publisher: World Scientific
ISBN: 9814366374
Category : Mathematics
Languages : en
Pages : 314
Get Book Here
Book Description
This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process OCo covering the classical WienerOCoIto class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the WienerOCoSobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph develops the notions of compactness and weak compactness on these abstract Fock spaces and their duals, clearly demonstrating their nontrivial applications to stochastic differential equations in finite and infinite dimensional Hilbert spaces, optimization and optimal control problems. Readers will find the book an interesting and easy read as materials are presented in a systematic manner with a complete analysis of classical and generalized functionals of scalar Brownian motion, Gaussian random fields and their vector versions in the increasing order of generality. It starts with abstract Fourier analysis on the Wiener measure space where a striking similarity of the celebrated RieszOCoFischer theorem for separable Hilbert spaces and the space of WienerOCoIto functionals is drawn out, thus providing a clear insight into the subject.
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 382
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 1168
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Differentiable dynamical systems
Languages : en
Pages : 668
Get Book Here
Book Description
