White Noise Analysis: Mathematics And Applications
Download or Read eBook White Noise Analysis: Mathematics And Applications PDF 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.
Author | : Takeyuki Hida |
Publisher | : World Scientific |
Total Pages | : 438 |
Release | : 1990-06-30 |
ISBN-10 | : 9789814611565 |
ISBN-13 | : 9814611565 |
Rating | : 4/5 (65 Downloads) |
Book Synopsis White Noise Analysis: Mathematics And Applications by : Takeyuki Hida
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.