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 areas of mathematics and has extended the fields of applications.
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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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Produktdetaljer

ISBN
9789812560520
Publisert
2008-07-10
Utgiver
World Scientific Publishing Co Pte Ltd
Aldersnivå
G, U, P, 01, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
280

Forfatter