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Lectures On White Noise Functionals

Name: Lectures On White Noise Functionals
Brand: World Scientific Publishing Co Pte Ltd
SKU: 04342558
Price: 165.49 EUR
Availability: InStock
Author: Hida
ISBN: 9789812560520

Hida

Takeyuki (Nagoya Univ & Meijo Univ

Japan)

Si (Aichi Prefectural Univ

Japan & Yangon Univ

Myanmar)

Lingua

Inglese

Libro Rigido

Codice Libristo: 04342558

Casa editrice World Scientific Publishing Co Pte Ltd, luglio 2008

White noise analysis is an advanced stochastic calculus that has developed extensively since three d... Descrizione completa

Codice Libristo: 04342558

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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.