Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This book provides the mathematical definition of white noise and gives its significance. White noise is in fact a typical class of idealized elemental (infinitesimal) random variables. Thus, we are naturally led to have functionals of such elemental random variables that is white noise. This book analyzes those functionals of white noise, particularly the generalized ones called Hida distributions, and highlights some interesting future directions. The main part of the book involves infinite dimensional differential and integral calculus based on the variable which is white noise. The present

White noise theory. --- Stochastic analysis. --- Stochastic differential equations.

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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 are

White noise theory. --- Gaussian processes. --- Distribution (Probability theory) --- Stochastic processes --- White noise analysis --- Stochastic analysis

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)