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| Document Type: | Book |
|---|---|
| All Authors / Contributors: |
Si Si |
| ISBN: | 9812836888 9789812836885 |
| OCLC Number: | 311230307 |
| Description: | xiii, 253 p. : ill. ; 24 cm. |
| 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. |
| Responsibility: | Si Si. |
Reviews
Publisher Synopsis
As a whole, the text is well written in a lucid style and is planned so nicely that the readers may grasp with ease the core part of white noise analysis and may also have a clear panoramic view of various aspects of its application, depending on their interest. This book is recommendable for potentially interested people or ambitious graduate students who are unfamiliar with generalized stochastic processes and infinite dimensional analysis. The prerequisite is only the basis of functional analysis and probability theory, and a little knowledge of stochastic processes and quantum theory are preferable. It is also suitable for physicists, applied physicists and physical engineers who are interested in applications to quantum physics, in particular, to Feynman path integrals. In the appendix, plenty of important formulae frequently appearing in white noise analysis are compactly summarized. -- Zentralblatt MATH "Zentralblatt MATH" Read more...

