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scientific article; zbMATH DE number 17576
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scientific article; zbMATH DE number 17576 |
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26 June 1992
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survey of white noise calculus
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Brownian functionals
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infinite- dimensional rotation groups
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Fourier transform
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stochastic partial differential equations
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[For the entire collection see Zbl 0723.00022.] This paper is a survey of white noise calculus which was introduced by T. Hida and has been developed into an infinite-dimensional calculus with coordinate system \(\{ \dot B (t) ;t\in T\}\). The original motivation of Hida is to give rigorous mathematical definitions to the Brownian functionals such as \(\dot B (t)^ n\), \(\exp[\alpha \dot B (t) ]\) , \(\int_ T f(t)\dot B (t)dt \), and after that to analyze them. Applications of this theory in physics, in infinite-dimensional rotation groups, in infinite-dimensional Fourier transform, in stochastic integration and stochastic partial differential equations are discussed.
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