WHITE NOISE ANALYSIS  (P/H)

WHITE NOISE ANALYSIS (P/H)

Autor: Hida Takeyuki, Streit Ludwig, Kuo Hui-hsiung
Verlag: World Scientific Publishing Company
Erscheinungsdatum: 1990
ISBN: 9814540374

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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.

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