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Lectures on White Noise Functionals by Si Si, Takeyuki Hida

Lectures on White Noise Functionals

Si Si, Takeyuki Hida

266 pages missing pub info (editions)

nonfiction mathematics medium-paced
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Description

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...

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