No label defined (Q4779900)

The book is concerned with random fields with a continuous parameter. Three main types of parameters are considered: \(d\)-dimensional space \(\mathbb{R}^d\), function spaces, and random fields parameterized by families of smooth, closed and convex manifolds in \(\mathbb{R}^d\). The main focus is on the latter parameterization, which allows the authors to give a rigorous definition of the innovation in random fields. Here reductionism plays a central role. The idea is to decompose a random field, i.e. a complex random system, into its elemental components, i.e.\ the innovations. This provides an integral representation of the random field via the innovations, and hence enables a mathematical analysis of the random field. A stochastic variational equation together with the integrability condition is presented, and existence and uniqueness is discussed. This equation provides a method to find the innovations for a given random field under consideration, whereafter the Volterra kernel in the integral representation can be found. Moreover, the canonical representation, the multiple Markov property, reversibility and martingales are investigated. The innovations constitute a white noise. Both Gaussian and compound Poisson white noise is considered. Thus, the book covers the innovations for general Lévy processes and random fields. Topologies for both mean square convergence and convergence in probability are considered. The book contains chapters and appendices introducing the needed white noise theory and concepts from functional analysis. The book concludes with a chapter on applications of the derived theory. The authors take pride in presenting these examples, which notably comes from the area of quantum dynamics and quantum field theory. An example from mathematical biology is also given. The authors themselves claim that the book is easily understood, and call the book elemental, but not elementary. I believe that a good background in white noise theory and functional analysis is needed to achieve a full understanding of the introduced concepts and ideas. Moreover, background in quantum physics is needed to appreciate the examples concerned with this area. The book contains many references to the literature, with small examples containing open ends and suggestions, and may hence provide the starting point for further research. Finally, the book contains some typos and redundancy in the presentation.