Stochastic analysis for gaussian random processes and fields : with applications /

Bibliographic Details
Main Authors: Mandrekar, V. (Vidyadhar), 1939 (Author), Gawarecki, Leszek (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : CRC Press, [2015]
Series:Monographs on statistics and applied probability (Series) ; 145.
Subjects:
Online Access:Connect to the full text of this electronic book

MARC

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245 1 0 |a Stochastic analysis for gaussian random processes and fields :  |b with applications /  |c Vidyadhar S. Mandrekar, Michigan State University, East Lansing, USA; Leszek Gawarecki, Kettering University Flint, Michigan, USA. 
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490 1 |a Monographs on statistics and applied probability ;  |v 145 
500 |a A Chapman and Hall book. 
504 |a Includes bibliographical references (pages 169-176) and index. 
505 0 |a 1. Covariances and associated reproducing kernel Hilbert spaces -- 2. Gaussian random fields -- 3. Stochastic integration for gaussian random fields -- 4. Skorohod and Malliavin derivatives for gaussian random fields -- 5. Filtering with general gaussian noise -- 6. Equivalence and singularity -- 7. Markov property of gaussian fields -- 8. Markov property of gaussian fields and dirichlet forms. 
650 0 |a Gaussian processes. 
650 0 |a Stochastic processes. 
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700 1 |a Gawarecki, Leszek,  |e author. 
710 1 |a Taylor & Francis. 
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830 0 |a Monographs on statistics and applied probability (Series) ;  |v 145. 
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