Lectures On White Noise Functionals

Si (Aichi Prefectural Univ, Japan & Yangon Univ, Myanmar) Si, Takeyuki (Nagoya Univ & Meijo Univ, Japan) Hida

World Scientific Publishing Co Pte Ltd, 2008

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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.

ISBN-13
9789812560520
ISBN-10
9812560521
Publisher
World Scientific Publishing Co Pte Ltd
Year
2008
Publication date
2008-07-10
Pages
280
Dimensions
237x162x22
Weight
534