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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

  • Conference proceedings
  • © 1983

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Editors:
  1. G. Kallianpur
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Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 49)

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Table of contents (24 papers)

  1. Front Matter

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  2. Random measures and stochastic integration

    • K. Bichteler, J. Jacod
    Pages 1-18

  3. A topological invariant for linear systems describing some random fields

    • T. E. Duncan
    Pages 19-27

  4. Gaussian random fields and Gaussian evolutions

    • E. B. Dynkin
    Pages 28-39

  5. Remarks on convergence of feynman path integrals

    • Daisuke Fujiwara
    Pages 40-48

  6. Stochastic evolution equations and densities of the conditional distributions

    • B. Grigelionis, R. Mikulevičius
    Pages 49-88

  7. Generalized Brownian functionals

    • Takeyuki Hida
    Pages 89-95

  8. Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula

    • R. L. Hudson, R. L. Karandikar, K. R. Parthasarathy
    Pages 96-110

  9. Quantum diffusions

    • R. L. Hudson, K. R. Parthasarathy
    Pages 111-121

  10. Stochastic differential equations in infinite dimensions

    • Kiyosi Ito
    Pages 122-125

  11. Commuting semigroups of isometries and karhunen representation of second order stationary random fields

    • G. Kallianpur, V. Mandrekar
    Pages 126-145

  12. Robust filtering for systems with correlation between signal and observation

    • M. Kohlmann
    Pages 146-155

  13. Ito formula for generalized Brownian functionals

    • Izumi Kubo
    Pages 156-166

  14. Donsker's delta function as a generalized Brownian functional and its application

    • Hui-Hsiung Kuo
    Pages 167-178

  15. The variational principle for stationary Gaussian Markov fields

    • S. Kusuoka
    Pages 179-187

  16. Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations

    • Michel Metivier
    Pages 188-200

  17. Quelques resultats analytiques sur le semi-groupe d'Ornstein-Uhlenbeck en dimension infinie

    • P. A. Meyer
    Pages 201-214

  18. On a wave equation associated with prediction errors for a stationary Gaussian process

    • Yasunori Okabe
    Pages 215-226

  19. A stochastic Dyson series expansion

    • K. R. Parthasarathy, K. B. Sinha
    Pages 227-232

  20. On Poisson multiple stochastic integrals and associated equilibrium Markov processes

    • D. Surgailis
    Pages 233-248
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Keywords

Bibliographic Information

  • Book Title: Theory and Application of Random Fields

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

  • Editors: G. Kallianpur

  • Series Title: Lecture Notes in Control and Information Sciences

  • DOI: https://doi.org/10.1007/BFb0044676

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1983

  • Softcover ISBN: 978-3-540-12232-6Published: 01 April 1983

  • eBook ISBN: 978-3-540-39564-5Published: 11 April 2006

  • Series ISSN: 0170-8643

  • Series E-ISSN: 1610-7411

  • Edition Number: 1

  • Number of Pages: VI, 295

  • Number of Illustrations: 2 b/w illustrations

  • Topics: Computer Science, general

  • Industry Sectors: IT & Software, Telecommunications

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