Lectures on white noise functionals.

MaRDI QIDQ3419544zbMATH OpenFDO

Authors Takeyuki Hida, Si Si

Publication date 6 February 2007

Full work available at URL http://ebooks.worldscinet.com/ISBN/9789812812049/toc.shtml

zbMATH Keywords

harmonic analysisinnovation theoryinvariance of white noise under infinite dimensional unitary groupsLevy noisewhite noise functionals

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Stochastic calculus of variations and the Malliavin calculus (60H07) White noise theory (60H40)

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Cited in

(27)

• Infinite-dimensional measure spaces and frame analysis
• Quaternion-valued positive definite functions on locally compact abelian groups and nuclear spaces
• Lévy Laplacians in Hida calculus and Malliavin calculus
• From non-unitary wheeled PROPs to smooth amplitudes and generalised convolutions
• Introduction to coherent quantization
• On the equivalence of probability spaces
• A universal envelope for Gaussian processes and their kernels
• Some recent topics on white noise theory
• The dawn of white noise analysis
• scientific article; zbMATH DE number 408258 (Why is no real title available?)
• scientific article; zbMATH DE number 1535652 (Why is no real title available?)
• Moments of random fields and their wavelet transforms
• Some of the future directions of white noise theory
• Coupling of Gaussian free field with general slit SLE
• Distribution spaces and a new construction of stochastic processes associated with the Grassmann algebra
• A noise of new type and its application
• 38 years with Professor Ludwig Streit
• Generalized white noise analysis and topological algebras
• Asymptotic analysis via stochastic differential equations of gradient descent algorithms in statistical and computational paradigms
• Stochastic Lévy differential operators and Yang-Mills equations
• Methods and applications of white noise analysis in interdisciplinary sciences
• Order estimation for a fractional Brownian motion model of glucose control
• A class of Gaussian processes with fractional spectral measures
• Universal families and quantum control in infinite dimensions
• Tsallis' q-analysis, new scales of interpolating spaces, and q-rational functions
• Recovering a (1 + 1)-dimensional wave equation from a single white noise boundary measurement
• Feynman integral in QFT and white noise on a compactified version of space-time with a Lie group structure

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