Lectures on White Noise Functionals

ISBN-13: 9789812560520 / Angielski / Twarda / 2008 / 280 str.

Takeyuki Hida

Opis

White noise analysis is an advanced stochastic calculus. It has two main characteristics. One is the notion of generalized white noise functionals. The other characteristic is that the white noise analysis has an aspect of infinite dimensional harmonic analysis arising from the infinite dimensional rotation group.