Stationary Stochastic Processes. (MN-8) / / Takeyuki Hida.

Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise.Originally published in 1970.The Princeton Legacy Library uses the latest print-on-d...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton Legacy Lib. eBook Package 1931-1979
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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2015]
©1970
Year of Publication:2015
Language:English
Series:Mathematical Notes ; 8
Online Access:
Physical Description:1 online resource (174 p.)
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Other title:Frontmatter --
Preface --
Contents --
0. Introduction --
1. Background --
2. Brownian motion --
3. Additive processes --
4. Stationary processes --
5. Gaussian processes --
6. Hilbert space(L2) arising from white noise --
7. FLow of the Brownian motion. --
8. Infinite dimensional rotation group --
9. Fourier Analysis on (L2 ) , motion group and Laplacian --
10. Applications --
11. Generalized White Noise --
Appendix
Summary:Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise.Originally published in 1970.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Format:Mode of access: Internet via World Wide Web.
ISBN:9781400868575
9783110426847
9783110413595
9783110494921
9783110665925
9783110442496
DOI:10.1515/9781400868575
Access:restricted access
Hierarchical level:Monograph
Statement of Responsibility: Takeyuki Hida.