[PDF.65ks] Stochastic Analysis and Random Maps in Hilbert Space

Stochastic Analysis and Random Maps in Hilbert Space

[PDF.hr79] Stochastic Analysis and Random Maps in Hilbert Space

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 | #15666064 in Books |  1994-12 | Original language:English | PDF # 1 |  10.00 x6.75 x.50l,.88 | File type: PDF | 110 pages

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This book is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form.
In this book, objects from the Gaussian case are considered. Therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, i.e. white noise.
The book consists of five chapters. The first chapter is devoted to stoc...

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