TY - BOOK ID - 77940358 TI - An innovation approach to random fields AU - Takeyuki, Hida AU - Si, Si PY - 2004 SN - 1281876968 9786611876968 9812565388 9812380957 9789812380951 9789812565389 9781281876966 PB - Singapore London World Scientific DB - UniCat KW - Stochastic analysis. KW - Random fields. KW - Fields, Random KW - Stochastic processes KW - Analysis, Stochastic KW - Mathematical analysis UR - https://www.unicat.be/uniCat?func=search&query=sysid:77940358 AB - A random field is a mathematical model of evolutional fluctuatingcomplex systems parametrized by a multi-dimensional manifold like acurve or a surface. As the parameter varies, the random field carriesmuch information and hence it has complex stochastic structure.The authors of this book use an approach that is characteristic:namely, they first construct innovation, which is the most elementalstochastic process with a basic and simple way of dependence, and thenexpress the given field as a function of the innovation. Theytherefore establish an infinite-dimensional stochastic calculus, inpartic ER -