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Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
| Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (257 p.) |
| Disciplina | 519.2/2 |
| Altri autori (Persone) |
KuoHui-Hsiung <1941->
SenguptaAmbar <1963-> SundarP (Padmanabhan) |
| Collana | QP-PQ, quantum probability and white noise analysis |
| Soggetto topico |
White noise theory
Stochastic analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-93809-2
9786611938093 981-277-955-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; Preface; Complex White Noise and the Infinite Dimensional Unitary Group T. Hida; 1. Introduction; 2. Complex white noise; 3. Infinite dimensional unitary group; 4. Subgroups of U(Ee); References; Complex Ito Formulas M. Redfern; 1. Introduction; 2. Background and Notation; 3. Complex White Noise Analysis; 4. Calculus of (Dc*)-Valued Processes; 5. Real Case; References; White Noise Analysis: Background and a Recent Application J. Becnel and A . N. Sengupta; 1. Introduction; 2. Background: The Schwartz Space as a Nuclear Space
2.1. Hermite polynomials, creation and annihilation operators2.2. The Schwartz space as a nuclear space; 2.3. The abstract formulation; 2.4. Gaussian measure in infinite dimensions; 3. White Noise Distribution Theory; 3.1. Wiener-Ito isomorphism; 3.2. Properties of test functions; 3.3. The Segal-Bargmann transform; 3.3.1. The S-transform over subspaces; 4. Application to Quantum Computing; 4.1. Quantum algorithms; 4.2. Hidden subspace algorithm; Acknowledgment; References; Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters A. Stan; 1. Introduction; 2. Background 3. Wick product4. Random variables with sub-additive w-parameters; References; Donsker's Functional Calculus and Related Questions P.-L. Chow and J. Potthoff; 1. Introduction; 2. Donsker's Calculus; 3. Tools from White Noise Analysis and Malliavin Calclus; 3.1. Chaos Decomposition; 3.2. S-Transform; 3.3. Smooth and Generalized Random Variables; 3.4. Differential Operators; 3.5. Characterization Theorem and Wick Product; 4. Fourier-Wiener Transform; 5. Independence and Ito Calculus; 5.1. Independence of Generalized Random Variables; 5.2. Ito Calculus for Generalized Stochastic Processes 5.3. Donsker's Delta Function6. Towards Donsker's Calculus; References; Stochastic Analysis of Tidal Dynamics Equation U. Manna, J. L. Menaldi, and S. S. Sritharan; 1. Introduction; 2. Tidal Dynamics: The Model; 3. Deterministic Setting: Global Monotonicity and Solvability; 4. Stochastic Tide Equation; Acknowledgments; References; Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D P. Sundar and H. Yin; 1. Introduction; 2. Preliminaries; 3. A Priori Estimates; 4. Existence of Solutions; 5. Uniqueness of Solutions; References Spaces of Test and Generalized Functions of Arcsine White Noise Formulas A . Barhoumi, A . Riahi, and H. Ouerdiane1. Introduction; 2. Arcsine White Noise Space; 2.1. Arcsine space in one dimension; 2.2. Construction of the arcsine white noise space; 3. Arcsine Test and Generalized Functions Spaces; 4. Characterization Theorems; 4.1. The S-transform; 4.2. Characterization of test and generalized functions; References; An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian K. Saito and K. Sakabe; 1. Introduction; 2. A compensated Levy process and the Levy distributions 3. The Levy Laplacian acting on the Levy distributions |
| Record Nr. | UNINA-9910453201803321 |
| New Jersey, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
| Infinite dimensional stochastic analysis [[electronic resource] ] : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (257 p.) |
| Disciplina | 519.2/2 |
| Altri autori (Persone) |
KuoHui-Hsiung <1941->
SenguptaAmbar <1963-> SundarP (Padmanabhan) |
| Collana | QP-PQ, quantum probability and white noise analysis |
| Soggetto topico |
White noise theory
Stochastic analysis |
| ISBN |
1-281-93809-2
9786611938093 981-277-955-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; Preface; Complex White Noise and the Infinite Dimensional Unitary Group T. Hida; 1. Introduction; 2. Complex white noise; 3. Infinite dimensional unitary group; 4. Subgroups of U(Ee); References; Complex Ito Formulas M. Redfern; 1. Introduction; 2. Background and Notation; 3. Complex White Noise Analysis; 4. Calculus of (Dc*)-Valued Processes; 5. Real Case; References; White Noise Analysis: Background and a Recent Application J. Becnel and A . N. Sengupta; 1. Introduction; 2. Background: The Schwartz Space as a Nuclear Space
2.1. Hermite polynomials, creation and annihilation operators2.2. The Schwartz space as a nuclear space; 2.3. The abstract formulation; 2.4. Gaussian measure in infinite dimensions; 3. White Noise Distribution Theory; 3.1. Wiener-Ito isomorphism; 3.2. Properties of test functions; 3.3. The Segal-Bargmann transform; 3.3.1. The S-transform over subspaces; 4. Application to Quantum Computing; 4.1. Quantum algorithms; 4.2. Hidden subspace algorithm; Acknowledgment; References; Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters A. Stan; 1. Introduction; 2. Background 3. Wick product4. Random variables with sub-additive w-parameters; References; Donsker's Functional Calculus and Related Questions P.-L. Chow and J. Potthoff; 1. Introduction; 2. Donsker's Calculus; 3. Tools from White Noise Analysis and Malliavin Calclus; 3.1. Chaos Decomposition; 3.2. S-Transform; 3.3. Smooth and Generalized Random Variables; 3.4. Differential Operators; 3.5. Characterization Theorem and Wick Product; 4. Fourier-Wiener Transform; 5. Independence and Ito Calculus; 5.1. Independence of Generalized Random Variables; 5.2. Ito Calculus for Generalized Stochastic Processes 5.3. Donsker's Delta Function6. Towards Donsker's Calculus; References; Stochastic Analysis of Tidal Dynamics Equation U. Manna, J. L. Menaldi, and S. S. Sritharan; 1. Introduction; 2. Tidal Dynamics: The Model; 3. Deterministic Setting: Global Monotonicity and Solvability; 4. Stochastic Tide Equation; Acknowledgments; References; Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D P. Sundar and H. Yin; 1. Introduction; 2. Preliminaries; 3. A Priori Estimates; 4. Existence of Solutions; 5. Uniqueness of Solutions; References Spaces of Test and Generalized Functions of Arcsine White Noise Formulas A . Barhoumi, A . Riahi, and H. Ouerdiane1. Introduction; 2. Arcsine White Noise Space; 2.1. Arcsine space in one dimension; 2.2. Construction of the arcsine white noise space; 3. Arcsine Test and Generalized Functions Spaces; 4. Characterization Theorems; 4.1. The S-transform; 4.2. Characterization of test and generalized functions; References; An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian K. Saito and K. Sakabe; 1. Introduction; 2. A compensated Levy process and the Levy distributions 3. The Levy Laplacian acting on the Levy distributions |
| Record Nr. | UNINA-9910782272003321 |
| New Jersey, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Infinite dimensional stochastic analysis : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar
| Infinite dimensional stochastic analysis : in honor of Hui-Hsiung Kuo / / editors, Ambar N. Sengupta, P. Sundar |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (257 p.) |
| Disciplina | 519.2/2 |
| Altri autori (Persone) |
KuoHui-Hsiung <1941->
SenguptaAmbar <1963-> SundarP (Padmanabhan) |
| Collana | QP-PQ, quantum probability and white noise analysis |
| Soggetto topico |
White noise theory
Stochastic analysis |
| ISBN |
1-281-93809-2
9786611938093 981-277-955-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; Preface; Complex White Noise and the Infinite Dimensional Unitary Group T. Hida; 1. Introduction; 2. Complex white noise; 3. Infinite dimensional unitary group; 4. Subgroups of U(Ee); References; Complex Ito Formulas M. Redfern; 1. Introduction; 2. Background and Notation; 3. Complex White Noise Analysis; 4. Calculus of (Dc*)-Valued Processes; 5. Real Case; References; White Noise Analysis: Background and a Recent Application J. Becnel and A . N. Sengupta; 1. Introduction; 2. Background: The Schwartz Space as a Nuclear Space
2.1. Hermite polynomials, creation and annihilation operators2.2. The Schwartz space as a nuclear space; 2.3. The abstract formulation; 2.4. Gaussian measure in infinite dimensions; 3. White Noise Distribution Theory; 3.1. Wiener-Ito isomorphism; 3.2. Properties of test functions; 3.3. The Segal-Bargmann transform; 3.3.1. The S-transform over subspaces; 4. Application to Quantum Computing; 4.1. Quantum algorithms; 4.2. Hidden subspace algorithm; Acknowledgment; References; Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters A. Stan; 1. Introduction; 2. Background 3. Wick product4. Random variables with sub-additive w-parameters; References; Donsker's Functional Calculus and Related Questions P.-L. Chow and J. Potthoff; 1. Introduction; 2. Donsker's Calculus; 3. Tools from White Noise Analysis and Malliavin Calclus; 3.1. Chaos Decomposition; 3.2. S-Transform; 3.3. Smooth and Generalized Random Variables; 3.4. Differential Operators; 3.5. Characterization Theorem and Wick Product; 4. Fourier-Wiener Transform; 5. Independence and Ito Calculus; 5.1. Independence of Generalized Random Variables; 5.2. Ito Calculus for Generalized Stochastic Processes 5.3. Donsker's Delta Function6. Towards Donsker's Calculus; References; Stochastic Analysis of Tidal Dynamics Equation U. Manna, J. L. Menaldi, and S. S. Sritharan; 1. Introduction; 2. Tidal Dynamics: The Model; 3. Deterministic Setting: Global Monotonicity and Solvability; 4. Stochastic Tide Equation; Acknowledgments; References; Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D P. Sundar and H. Yin; 1. Introduction; 2. Preliminaries; 3. A Priori Estimates; 4. Existence of Solutions; 5. Uniqueness of Solutions; References Spaces of Test and Generalized Functions of Arcsine White Noise Formulas A . Barhoumi, A . Riahi, and H. Ouerdiane1. Introduction; 2. Arcsine White Noise Space; 2.1. Arcsine space in one dimension; 2.2. Construction of the arcsine white noise space; 3. Arcsine Test and Generalized Functions Spaces; 4. Characterization Theorems; 4.1. The S-transform; 4.2. Characterization of test and generalized functions; References; An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian K. Saito and K. Sakabe; 1. Introduction; 2. A compensated Levy process and the Levy distributions 3. The Levy Laplacian acting on the Levy distributions |
| Record Nr. | UNINA-9910810337403321 |
| New Jersey, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||