Stochastic Analysis for Gaussian Random Processes and Fields: With Applications

By:

Mandrekar, Vidyadhar S

Material type: Text

TextSeries: Chapman & Hall/CRC Monographs on Statistics & Applied ProbabilityPublication details: CRC Press 2016 Boca RatonDescription: 179pISBN:

9781498707817

Subject(s):

Gaussian Processes - Stochastic Processes

DDC classification:

519.24 MAN

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	519.24 MAN (Browse shelf(Opens below))	Available		M0034041

Total holds: 0

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

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