No label defined (Q3976320)

[For the entire collection see Zbl 0731.00027.] This paper is a review of the theory of generalized Brownian functionals, or white noise calculus, which he and his colleagues have developed. He emphasizes that this theory is a direct descendant of P. Lévy's ``theory of functional analysis'' with following distinctive features: Taking ``la valeur moyenne'' can be rephrased, and new tools, \({\mathcal T}\)- transform and infinite dimensional rotation group, are provided. The contents are: 1. Introduction; 2. White noise and Brownian functionals --- integral representation or \({\mathcal T}\)-transform, infinite-dimensional rotation group; 3. Applications of the integral representation --- stochastic differential equations, Kac formula, stochastic area, exponential of a quadratic functional; 4. Infinite- dimensional rotation group \(O(E)\) --- finite-dimensional rotations, the Lévy group, whiskers; 5. Generalized Brownian functionals --- extension of \({\mathcal H}_ n\), finite-dimensional analogue; 6. Causal calculus; 7. Multi-dimensional parameter case --- generalized functional, rotation group; 8. Concluding remarks.