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Record Nr. |
UNINA9910457274603321 |
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Autore |
Si Si |
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Titolo |
Introduction to Hida distributions [[electronic resource] /] / Si Si |
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Pubbl/distr/stampa |
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Singapore ; ; Hackensack, N.J., : World Scientific, c2012 |
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ISBN |
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1-280-36188-3 |
9786613555250 |
981-283-689-6 |
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Descrizione fisica |
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1 online resource (268 p.) |
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Disciplina |
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Soggetti |
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White noise theory |
Stochastic analysis |
Stochastic differential equations |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 243-249) and index. |
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Nota di contenuto |
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Preface; Contents; 1. Preliminaries and Discrete Parameter White Noise; 1.1 Preliminaries; 1.2 Discrete parameter white noise; 1.3 Invariance of the measure μ; 1.4 Harmonic analysis arising from O(E) on the space of functionals of Y = {Y (n)}; 1.5 Quadratic forms; 1.6 Differential operators and related operators; 1.7 Probability distributions and Bochner-Minlos theorem; 2. Continuous Parameter White Noise; 2.1 Gaussian system; 2.2 Continuous parameter white noise; 2.3 Characteristic functional and Bochner-Minlos theorem; 2.4 Passage from discrete to continuous |
2.5 Stationary generalized stochastic processes3. White Noise Functionals; 3.1 In line with standard analysis; 3.2 White noise functionals; 3.3 Infinite dimensional spaces spanned by generalized linear functionals of white noise; 3.4 Some of the details of quadratic functionals of white noise; 3.5 The T -transform and the S-transform; 3.6 White noise (t) related to δ-function; 3.7 Infinite dimensional space generated by Hermite polynomials in (t)'s of higher degree; 3.8 Generalized white noise functionals; 3.9 Approximation to Hida distributions |
3.10 Renormalization in Hida distribution theory4. White Noise |
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