This edition develops the basic theory of Fourier transform. Stroock's approach is the one taken originally by Norbert Wiener and the Parseval's formula, as well as the Fourier inversion formula via Hermite functions. New exercises and solutions have been added for this edition.
This edition develops the basic theory of Fourier transform. Stroock's approach is the one taken originally by Norbert Wiener and the Parseval's formu...
