Lectures on White Noise Functionals
Lectures on White Noise Functionals
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DOI：
10.1142/5664
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发表时间：
2008-07
期刊：
影响因子：
--
通讯作者：
T. Hida;Si Si-Si
中科院分区：
文献类型：
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作者：
T. Hida;Si Si-Si
白噪声分析是一种先进的随机微积分，三十多年来得到了广泛的发展。它有两个主要特点。一是广义白噪声泛函的概念，它的引入是以高级分析为导向的，它对科学领域做出了巨大的贡献。白噪声分析的另一个特点是具有由无限维旋转群产生的无限维谐波分析的一面。在这个旋转组的帮助下，白噪声分析探索了数学的新领域，扩展了应用领域。
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.