PART I: STOCHASTIC CALCULUS
1.
Heat equation and Brownian motion
2.
Ito calculus
3.
Stochastic differential geometry
4.
Examples of stochastic differential equations
PART II: SCATTERING DYNAMICS
5.
Diffusion models of scattering
6.
Rayleigh scattering
7.
Population dynamics
8.
Dynamics of K
-scattering
9.
Models of weak scattering
10.
Scattering from general populations
PART III: SIMULATION AND EXPERIMENT
11.
Simulation of K
-scattering
12.
Experimental tests
13.
Non-linear dynamics of sea clutter
14.
Observability of scattering cross-section
A.
Stability and infinite divisibility
B.
Ito versus Stratonovich stochastic integrals
C.
Filtrations, conditional probability and Markov property
D.
Girsanov's theorem
E.
Partition function solution to BDI model
F.
Summary of K
-scattering
G.
Iterative solution for vector processes
H.
Open problems
I.
Suggested further reading
References
Index
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