White Noise Analysis: Mathematics And Applications

White Noise Analysis: Mathematics And Applications
Author :
Publisher : World Scientific
Total Pages : 438
Release :
ISBN-10 : 9789814611565
ISBN-13 : 9814611565
Rating : 4/5 (65 Downloads)

Book Synopsis White Noise Analysis: Mathematics And Applications by : Takeyuki Hida

Download or read book White Noise Analysis: Mathematics And Applications written by Takeyuki Hida and published by World Scientific. This book was released on 1990-06-30 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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