Generalized stochastic processes. Modelling and application of technical noise processes

DOI10.1007/978-3-662-54265-1MaRDI QIDQ4976873zbMATH OpenOpenAlexFDO

Authors Stefan Schäffler

Publication date 2 August 2017

Full work available at URL https://doi.org/10.1007/978-3-662-54265-1

zbMATH Keywords

autoregressive processBrownian motiongeneralized functiongeneralized stochastic processItô integralmoving average processPoisson processstochastic differential equationwhite noise

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Generalized stochastic processes (60G20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40)

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• Generalized stochastic processes. Modelling and applications of noise processes. Translated from the German
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• Stochastic Integral and Differential Equations in Mathematical Modelling

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