Theory and Application of Random Fields
Broschiertes Buch

Theory and Application of Random Fields

Proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute Bangalore, India, January 1982

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Random measures and stochastic integration.- A topological invariant for linear systems describing some random fields.- Gaussian random fields and Gaussian evolutions.- Remarks on convergence of feynman path integrals.- Stochastic evolution equations and densities of the conditional distributions.- Generalized Brownian functionals.- Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula.- Quantum diffusions.- Stochastic differential equations in infinite dimensions.- Commuting semigroups of isometries and karhunen representation of second orde...