| Document Type
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BL
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| Record Number
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865777
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| Uniform Title
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Verallgemeinerte stochastische Prozesse.English
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| Main Entry
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Schäffler, Stefan
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| Title & Author
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Generalized stochastic processes : : modelling and applications of noise processes /\ Stefan Schäffler.
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| Publication Statement
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Cham, Switzerland :: Birkhäuser,, 2018.
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| Series Statement
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Compact textbooks in mathematics,
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| Page. NO
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1 online resource (xv, 183 pages) :: illustrations (some color)
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| ISBN
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3319787683
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: 9783319787688
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3319787675
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9783319787671
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Generalized Functions -- Stochastic Processes -- Stochastic Differential Equations -- Generalized Random Fields.
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| Abstract
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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.--
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| Subject
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Stochastic processes.
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| Subject
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Mathematics-- Probability Statistics-- General.
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| Subject
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Probability statistics.
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| Subject
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Stochastic processes.
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| Dewey Classification
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519.2/3
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| LC Classification
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QA274
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