TY - BOOK AU - Mandrekar, Vidyadhar S. TI - Stochastic Analysis for Gaussian Random Processes and Fields: With Applications SN - 9781498707817 U1 - 519.24 PY - 2016/// CY - Boca Raton PB - CRC Press KW - Gaussian Processes - Stochastic Processes N1 - 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 ER -