“This monograph is a valuable guide to the world of white noise analysis originated by Hida. It is full of ideas, essentials and philosophy about why analysis based upon the white noise is needed, what the white noise functionals are, how to handle stochastic processes on an applicational basis to quantum physics, how to find a natural way to formulate the infinite-dimensional harmonic analysis, etc. This book is recommendable not only to ambitious graduate students in probability or applied analysis in a broad sense, but also to researchers who work on infinite-dimensional analysis or mathematical physics, as well as to any readers who are interested in white noise analysis.”
Mathematical Reviews
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