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Stochastic Analysis for Gaussian Random Processes and Fields

By Leszek Gawarecki

Stochastic Analysis for Gaussian Random Processes and Fields Mathematics

Stochastic Analysis for Gaussian Random Processes and Fields

0 - Used - good
Description
This monograph presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, the authors study Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs). They explain how covariances are related to RKHSs and examine the Bayes' formula, the filtering and analytic problem related to fractional Brownian motion, and equivalence and singularity of Gaussian random fields. The book also describes applications in finance and spatial statistics and presents results on Dirichlet forms and associated Markov processes.
Product details
Edition:
1
Number of Pages:
202
Release Date:
2015-06-23
Publication Date:
2015-06-23
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
1498707815
ISBN13:
9781498707817
GPSR Manufacturer Reference:
[email protected]
Weight:
473 g
Height:
161 cm
Width:
240 cm
Thickness:
16 cm
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