Theory and Application of Random Fields: Proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute Bangalore, India, January 1982

Random measures and stochastic integration....Pages 1-18
A topological invariant for linear systems describing some random fields....Pages 19-27
Gaussian random fields and Gaussian evolutions....Pages 28-39
Remarks on convergence of feynman path integrals....Pages 40-48
Stochastic evolution equations and densities of the conditional distributions....Pages 49-88
Generalized Brownian functionals....Pages 89-95
Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula....Pages 96-110
Quantum diffusions....Pages 111-121
Stochastic differential equations in infinite dimensions....Pages 122-125
Commuting semigroups of isometries and karhunen representation of second order stationary random fields....Pages 126-145
Robust filtering for systems with correlation between signal and observation....Pages 146-155
Ito formula for generalized Brownian functionals....Pages 156-166
Donsker's delta function as a generalized Brownian functional and its application....Pages 167-178
The variational principle for stationary Gaussian Markov fields....Pages 179-187
Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations....Pages 188-200
Quelques resultats analytiques sur le semi-groupe d'Ornstein-Uhlenbeck en dimension infinie....Pages 201-214
On a wave equation associated with prediction errors for a stationary Gaussian process....Pages 215-226
A stochastic Dyson series expansion....Pages 227-232
On Poisson multiple stochastic integrals and associated equilibrium Markov processes....Pages 233-248
Invitation to white noise calculus....Pages 249-257
Some probabilistic problems in the spatially homogeneous Boltzmann equation....Pages 258-267
Unilateral models for stochastic lattice processes....Pages 268-281
Random walks among random scatterers....Pages 282-283
Malliavin's calculus in terms of generalized Wiener functionals....Pages 284-290