TY  - BOOK
AU  - Mandrekar,Vidyadhar S.
AU  - Gawarecki,Leszek
TI  - Stochastic analysis for Gaussian random processes and fields: with applications 
T2  - Monographs on statistics and applied probability
SN  - 9781498707817 
U1  - 519.23 23
PY  - 2016///
CY  - Boca Raton
PB  - CRC Press
KW  - Stochastic processes
KW  - Gaussian processes
N1  - Includes bibliographical references and index; Chapter 1: Covariances and Associated Reproducing Kernel Hilbert Spaces; 
Chapter 2: Gaussian Random Fields; 
Chapter 3: Stochastic Integration for Gaussian Random Fields; Chapter 4: Skorokhod and Malliavin Derivatives for Gaussian Random Fields; 
Chapter 5: Filtering with General Gaussian Noise; 
Chapter 6: Equivalence and Singularity; 
Chapter 7: Markov Property of Gaussian Fields; 
Chapter 8: Markov Property of Gaussian Fields and Dirichlet Forms
N2  - Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs). The book begins with preliminary results on covariance and associated RKHS before introducing the Gaussian process and Gaussian random fields. The authors use chaos expansion to define the Skorokhod integral, which generalizes the Ito integral. They show how the Skorokhod integral is a dual operator of Skorokhod differenti.
ER  -