Generalized Stochastic Processes: Modelling and Applications of Noise Processes

ISBN-13: 9783319787671 / Angielski / Miękka / 2018 / 183 str.

Stefan Schffler

Recenzje

"The book is written with great pedagogical care to serve as an introductory textbook for engineers on the topic of generalized stochastic processes, but it may also represent a valuable reference to a broad audience of researchers who work in the field of stochastic calculus." (Dora Selesi, zbMATH 1436.60001, 2020)

Spis treści

Generalized Functions.- Stochastic Processes.- Stochastic Differential Equations.- Generalized Random Fields.

O autorze

Prof. Dr. Dr. Stefan Schäffler, University of the Bundeswehr Munich, Faculty of Electrical Engineering and Information Technology, Chair of Mathematics and Operations Research

Blurb

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.