Generalized Stochastic Processes, 1st ed. 2018
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Series: Compact Textbooks in Mathematics Author: Schaffler, Stefan Publisher: Springer ISBN: 9783319787671 Cover: PAPERBACK Date: 2018年07月 DESCRIPTION This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstanding role in noise modelling. Secondly, this textbook is a guide to noise modelling for mathematicians and engineers to foster the interdisciplinary discussion between mathematicians (to provide effective noise models) and engineers (to be familiar with the mathematical backround of noise modelling in order to handle noise models in an optimal way).Two appendices on 'A Short Course in Probability Theory' and 'Spectral Theory of Stochastic Processes' plus a well-choosen set of problems and solutions round this compact textbook off. TABLE OF CONTENTS Generalized Functions.- Stochastic Processes.- Stochastic Differential Equations.- Generalized Random Fields.
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