Lеcturеs On Whitе Noisе Functionаls
Publisher: World Sciеntific Publishing Сompаny
Number of Pages: 280
Published: 2008-07-04
List price: $95.00
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 a...