Description
Book SynopsisEncompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously
Table of Contents*Frontmatter, pg. i*Preface, pg. iii*Contents, pg. iv*0. Introduction, pg. 1*1. Background, pg. 3*2. Brownian motion, pg. 14*3. Additive processes, pg. 31*4. Stationary processes, pg. 62*5. Gaussian processes, pg. 86*6. Hilbert space(L2) arising from white noise, pg. 94*7. FLow of the Brownian motion., pg. 106*8. Infinite dimensional rotation group, pg. 113*9. Fourier Analysis on (L2 ) , motion group and Laplacian, pg. 120*10. Applications, pg. 135*11. Generalized White Noise, pg. 147*Appendix, pg. 163
