Stochastic analysis for gaussian random processes and fields : with applications /: with applications. (2015)

• Record Type: Book
• Further Information: Note: Vidyadhar S. Mandrekar and Leszek Gawarecki.
• Other Names: Mandrekar, V (Vidyadhar), 1939-; Gawarecki, Leszek
• Contents: Cover; Dedication; Contents; Preface; Acknowledgments; Acronyms; Chapter 1: Covariances and Associated Reproducing Kernel Hilbert Spaces; Chapter 2: Gaussian Random Fields; Chapter 3: Stochastic Integration for Gaussian Random Fields; Chapter 4: Skorokhod and Malliavin Derivatives for Gaussian Random Fields; Chapter 5: Filtering with General Gaussian Noise; Chapter 6: Equivalence and Singularity; Chapter 7: Markov Property of Gaussian Fields; Chapter 8: Markov Property of Gaussian Fields and Dirichlet Forms; Bibliography.
• Publisher Details: Boca Raton : Taylor & Francis
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 519.2/4; Gaussian processes; Stochastic processes; Gaussian processes; Stochastic processes; Gaussian processes; Stochastic processes; Electronic books
• Languages: English
• ISBNs: 1498707823; 9781498707824
• Related ISBNs: 9781498707817; 1498707815
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.