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Record Nr. |
UNINA9910778809703321 |
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Autore |
Ahmed N. U (Nasir Uddin) |
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Titolo |
Generalized functionals of Brownian motion and their applications [[electronic resource] ] : nonlinear functionals of fundamental stochastic processes / / N.U. Ahmed |
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Pubbl/distr/stampa |
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Singapore ; ; Hackensack, : World Scientific, c2012 |
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ISBN |
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1-280-37753-4 |
9786613555441 |
981-4366-37-4 |
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Descrizione fisica |
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1 online resource (314 p.) |
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Disciplina |
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Soggetti |
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Brownian motion processes |
Stochastic processes |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 291-296) and index. |
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Nota di contenuto |
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Preface; Contents; 1. Background Material; 1.1 Introduction; 1.2 Wiener Process and Wiener Measure; 1.3 Stochastic Differential Equations in Rd; 1.4 Stochastic Differential Equations in H; 1.4.1 Measure Solutions; 1.5 Nonlinear Filtering; 1.5.1 Finite Dimensional Filtering; 1.5.2 Infinite Dimensional Filtering; 1.6 Elements of Vector Measures; 1.7 Some Problems for Exercise; 2. Regular Functionals of Brownian Motion; 2.1 Introduction; 2.2 Functionals of Scalar Brownian Motion; 2.3 Functionals of Vector Brownian Motion; 2.4 Functionals of Gaussian Random Field (GRF) |
5.6 Some Problems for Exercise6. Lp-Based Generalized Functionals of White Noise III; 6.1 Introduction; 6.2 Homogeneous Functionals of Degree n; 6.3 Nonhomogeneous Functionals; 6.4 Weighted Generalized Functionals; 6.5 Some Examples Related to Section 6.4; 6.6 Generalized Functionals of Random Fields Applied; 6.7 ̃ Fq-Valued Vector Measures with Application; 6.8 Some Problems for Exercise; 7. Wp,m-Based Generalized Functionals of White Noise IV; 7.1 Introduction; 7.2 Homogeneous Functionals; 7.3 Nonhomogeneous Functionals; 7.4 Inductive and Projective Limits |
8.7.2 Smoothness under H ̈ormander's Conditions |
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