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White Noise: Functionals of Gaussian and Other Noises
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Bibliographic Detail
Publisher World Scientific Pub Co Inc
Publication date August 30, 2016
Pages 300
Binding Hardcover
Book category Adult Non-Fiction
ISBN-13 9789814713580
ISBN-10 9814713589
Original list price $95.00
Summaries and Reviews description: Product Description: We propose a new direction for stochastic analysis. Starting with a noise which is a system of i.i.d. idealized elemental random variables, we form polynomials in the noise and come to the space of generalized functionals of the noise with special emphasis on the Gaussian noise. New tools of analyzing these functionals are introduced. We further establish a harmonic analysis arising from the infinite dimensional rotation group which plays significant roles in white noise analysis. Many applications, in particular to quantum dynamics, have been shown. Functionals of other kind of noises are discussed. As a new approach, we discuss functionals of a space noise. There one can find similarity and dissimilarity as well as duality to the analysis of Poisson noise functionals.

The price comparison is for this edition
With Takeyuki Hida | from World Scientific Pub Co Inc (August 30, 2016)
9789814713580 | details & prices | 300 pages | List price $95.00
About: We propose a new direction for stochastic analysis.

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