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LECTURES ON WHITE NOISE FUNCTIONALS
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LECTURES ON WHITE NOISE FUNCTIONALS
A introductory fragment is available
Language of a book: Английский
Publisher: Gardners Books

    White noise analysis is an advanced stochastic calculus that has developed extensively since three decades ago. It has two main characteristics. One is the notion of generalized white noise functionals, the introduction of which is oriented by the line of advanced analysis, and they have made much contribution to the fields in science enormously. The other characteristic is that the white noise analysis has an aspect of infinite dimensional harmonic analysis arising from the infinite dimensional rotation group. With the help of this rotation group, the white noise analysis has explored new areas of mathematics and has extended the fields of applications.Contents:Generalized White Noise FunctionalsElemental Random Variables and Gaussian ProcessesLinear Processes and Linear FieldsHarmonic Analysis Arising from Infinite Dimensional Rotation GroupComplex White Noise and Infinite Dimensional Unitary GroupCharacterization of Poisson NoiseInnovation TheoryVariational Calculus for Random Fields and Operator FieldsFour Notable Roads to Quantum DynamicsReadership: Researchers in probability and statistics and mathematical physics.

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