LECTURES ON WHITE NOISE FUNCTIONALS

LECTURES ON WHITE NOISE FUNCTIONALS

by HIDATAKEYUKI&SISI (Author)

Synopsis

White noise analysis is an advanced stochastic calculus. It has two main characteristics. One is the notion of generalized white noise functionals. The other characteristic is that the white noise analysis has an aspect of infinite dimensional harmonic analysis arising from the infinite dimensional rotation group.

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More Information

Format: Illustrated
Pages: 280
Edition: Illustrated
Publisher: World Scientific Publishing
Published: 07 Sep 2008

ISBN 10: 9812560521
ISBN 13: 9789812560520