Introduction to Hida Distributions - Si Si

Introduction to Hida Distributions
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Autor: Si Si

 Wydawnictwo: World Scientific Publishing Co Ltd
ISBN: 9789812836885
EAN:
Format: ...
Oprawa: twarda
Stron: 268
Data wydania: 2011-09-01
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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 book can be used as a supplementary book to "Lectures of White Noise Functionals" published in 2008, with detailed background provided. In general, the book may be interesting to young researchers who need to obtain a quick introductory overview of white noise analysis. Potential readers should be familiar with basic probability theory and functional analysis. Overall, the book provides a good survey in a compact form with simple explanations and simplified proofs. -- Mathematical Reviews "Mathematical Reviews".

Książka "Introduction to Hida Distributions"
Si Si