White Noise: An Infinite Dimensional Calculus / Edition 1

White Noise: An Infinite Dimensional Calculus / Edition 1

by Takeyuki Hida, Hui-Hsiung Kuo, J?rgen Potthoff, Walter Streit
     
 

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ISBN-10: 0792322339

ISBN-13: 9780792322337

Pub. Date: 03/31/1993

Publisher: Springer Netherlands

This monograph presents a framework for infinite dimensional analysis based on white noise. This approach, which has many areas of application is both intuitive and efficient.
Among the concepts and structures generalized to an infinite dimensional setting in this book are: spaces of test and generalized functions, differential calculus, Laplacian and

Overview

This monograph presents a framework for infinite dimensional analysis based on white noise. This approach, which has many areas of application is both intuitive and efficient.
Among the concepts and structures generalized to an infinite dimensional setting in this book are: spaces of test and generalized functions, differential calculus, Laplacian and Fourier transforms and Dirichlet forms and their Markov processes. A multitude of concepts, such as Brownian motion functionals, falls into this framework. This book presents a simple, yet general theory of shastic integration and also discusses construction quantum field theory and Feynman's functional integration.
This volume will be of interest to mathematicians and scientists who use shastic methods in their research. The book will be of particular value to mathematicians in probability theory, functional analysis, measure theory, potential theory, as well as to physicists and scientists in engineering.

Product Details

ISBN-13:
9780792322337
Publisher:
Springer Netherlands
Publication date:
03/31/1993
Series:
Mathematics and Its Applications (closed) Series, #253
Edition description:
1994
Pages:
520
Product dimensions:
6.14(w) x 9.21(h) x 0.36(d)

Related Subjects

Table of Contents

Preface. Notations and Convention. 1. Gaussian Spaces. 2. T and S Transformation and the Decomposition Theorem. 3. Generalized Functionals. 4. The Spaces (S) and (S)*. 5. Calculus of Differential Operators. 6. Laplacian Operators. 7. The Spaces D and D*. 8. Shastic Integration. 9. Fourier and Fourier-Mehler Transforms. 10. Dirichlet Forms. 11. Applications to Quantum Field Theory. 12. Feynman Integrals. Appendices. Bibliography.

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