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White Noise Analysis: Mathematics and Applications

White Noise Analysis: Mathematics and Applications

Hardcover

Physics

Currently unavailable to order

ISBN10: 9810202423
ISBN13: 9789810202422
Publisher: World Scientific Pub Co Inc
Published: Jun 1 1990
Pages: 436
Language: English
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.

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Physics