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Introduction to Hida distributions

Author: Si Si
Publisher: Singapore : World Scientific, ©2012.
Edition/Format:   Book : EnglishView all editions and formats
Summary:

Presents the mathematical definition of white noise and gives its significance. This book analyzes functionals of white noise, particularly the generalized ones called Hida distributions, and  Read more...

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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.

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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 Read more...

 
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