Theory and Application of Random Fields Proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute Bangalore, India, January 1982
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
1983, 1983
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| Edition: | 1st ed. 1983 |
| Series: | Lecture Notes in Control and Information Sciences
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| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Random measures and stochastic integration
- A topological invariant for linear systems describing some random fields
- Gaussian random fields and Gaussian evolutions
- Remarks on convergence of feynman path integrals
- Stochastic evolution equations and densities of the conditional distributions
- Generalized Brownian functionals
- Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula
- Quantum diffusions
- Stochastic differential equations in infinite dimensions
- Commuting semigroups of isometries and karhunen representation of second order stationary random fields
- Robust filtering for systems with correlation between signal and observation
- Ito formula for generalized Brownian functionals
- Donsker's delta function as a generalized Brownian functional and its application
- The variational principle for stationary Gaussian Markov fields
- Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations
- Quelques resultats analytiques sur le semi-groupe d'Ornstein-Uhlenbeck en dimension infinie
- On a wave equation associated with prediction errors for a stationary Gaussian process
- A stochastic Dyson series expansion
- On Poisson multiple stochastic integrals and associated equilibrium Markov processes
- Invitation to white noise calculus
- Some probabilistic problems in the spatially homogeneous Boltzmann equation
- Unilateral models for stochastic lattice processes
- Random walks among random scatterers
- Malliavin's calculus in terms of generalized Wiener functionals