White Noise Analysis: Mathematics And Applications
Author: Takeyuki Hida
Publisher: World Scientific
Published: 1990-06-30
Total Pages: 438
ISBN-13: 9814611565
DOWNLOAD EBOOK →This proceedings contains articles on white noise analysis and related subjects. Applications in various branches of science are also discussed. White noise analysis stems from considering the time derivative of Brownian motion (“white noise”) as the basic ingredient of an infinite dimensional calculus. It provides a powerful mathematical tool for research fields such as stochastic analysis, potential theory in infinite dimensions and quantum field theory.