Stochastic Analysis for Gaussian Random Processes and Fields: With Applications
Mandrekar, Vidyadhar S.
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications - Boca Raton CRC Press 2016 - 179p - Chapman & Hall/CRC Monographs on Statistics & Applied Probability .
1. Covariances and Associated Reproducing Kernel Hilbert Spaces;
2. Gaussian Random Fields;
3. Stochastic Integration for Gaussian Random Fields;
4. Skorokhod 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
9781498707817
Gaussian Processes - Stochastic Processes
519.24 / MAN
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications - Boca Raton CRC Press 2016 - 179p - Chapman & Hall/CRC Monographs on Statistics & Applied Probability .
1. Covariances and Associated Reproducing Kernel Hilbert Spaces;
2. Gaussian Random Fields;
3. Stochastic Integration for Gaussian Random Fields;
4. Skorokhod 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
9781498707817
Gaussian Processes - Stochastic Processes
519.24 / MAN