Theory and Application of Random Fields

Inhaltsverzeichnis

• 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 order stationary random fields.
• Robust filtering for systems with correlation between signal and observation.
• Ito formula for generalized Brownian functionals.
• Donsker's delta function as a generalized Brownian functional and its application.
• The variational principle for stationary Gaussian Markov fields.
• Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations.
• Quelques resultats analytiques sur le semi-groupe d'Ornstein-Uhlenbeck en dimension infinie.
• On a wave equation associated with prediction errors for a stationary Gaussian process.
• A stochastic Dyson series expansion.
• On Poisson multiple stochastic integrals and associated equilibrium Markov processes.
• Invitation to white noise calculus.
• Some probabilistic problems in the spatially homogeneous Boltzmann equation.
• Unilateral models for stochastic lattice processes.
• Random walks among random scatterers.
• Malliavin's calculus in terms of generalized Wiener functionals.