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Book Synopsis
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.

Lectures On White Noise Functionals

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A Hardback by Takeyuki Hida, Si Si

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    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 10/07/2008
    ISBN13: 9789812560520, 978-9812560520
    ISBN10: 9812560521
    Also in:
    Mathematics and Science Electrical engineering Electronics engineering

    Description

    Book Synopsis
    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.

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