Selected Papers of Takeyiki Hida

ISBN-13: 9789810243333 / Angielski / Twarda / 2001 / 496 str.

Takeyuki Hida; Luigi Accardi; H. H. Kuo

Opis

The topics discussed in this book can be classified into three parts:

(i) Gaussian processes. The most general and in fact final representation theory of Gaussian processes is included in this book. This theory is still referred to often and its developments are discussed.

(ii) White noise analysis. This book includes the notes of the series of lectures delivered in 1975 at Carleton University in Ottawa. They describe the very original idea of introducing the notion of generalized Brownian functionals (nowadays called "generalized white noise functionals", and sometimes "Hida distribution".

(iii) Variational calculus for random fields. This topic will certainly represent one of the driving research lines for probability theory in the next century, as can be seen from several papers in this volume.