Generalized stochastic processes : modelling and applications of noise processes / Stefan Schäffler
Type de document : MonographieCollection : Compact textbooks in mathematicsLangue : anglais.Pays: Swisse.Éditeur : Cham : Birkhäuser , 2018Description : 1 vol. (XV-183 p.) : fig. ; 24 cmISBN: 9783319787671.ISSN: 2296-4568.Bibliographie : Bibliogr. p. 179. Index.Sujet MSC : 60-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory60G20, Probability theory and stochastic processes, Generalized stochastic processes
60H40, Probability theory and stochastic processes - Stochastic analysis, White noise theory
34F05, Ordinary differential equations and systems with randomness
35R60, Miscellaneous topics in partial differential equations, PDEs with randomness, stochastic partial differential equationsEn-ligne : Zentralblatt | MSN
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Monographie
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CMI Salle 1 | 60 SCH (Browse shelf(Opens below)) | Available | 12625-01 |
Publisher's 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.''
Bibliogr. p. 179. Index
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