White Noise: An Infinite Dimensional Calculus
Author:   Takeyuki Hida ,  Hui-Hsiung Kuo ,  Jürgen Potthoff ,  L. Streit
Publisher:   Springer
Edition:   1st ed. Softcover of orig. ed. 1993
Volume:   253
ISBN:  

9789048142606


Pages:   520
Publication Date:   05 December 2010
Format:   Paperback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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White Noise: An Infinite Dimensional Calculus


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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 stochastic 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 stochastic 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.

Full Product Details

Author:   Takeyuki Hida ,  Hui-Hsiung Kuo ,  Jürgen Potthoff ,  L. Streit
Publisher:   Springer
Imprint:   Springer
Edition:   1st ed. Softcover of orig. ed. 1993
Volume:   253
Dimensions:   Width: 16.00cm , Height: 2.70cm , Length: 24.00cm
Weight:   0.813kg
ISBN:  

9789048142606


ISBN 10:   9048142601
Pages:   520
Publication Date:   05 December 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

1. Gaussian Spaces.- 2. J and f Transformation and the Decomposition Theorem.- 3. Generalized Functionals.- 4. The Spaces (f) and (f)*.- 5. Calculus of Differential Operators.- 6. Laplacian Operators.- 7. The Spaces D and D*.- 8. Stochastic Integration.- 9. Fourier and Fourier-Mehler Transforms.- 10. Dirichlet Forms.- 11. Applications to Quantum Field Theory.- 12. Feynman Integrals.- Appendices.- A.1 Hermite Polynomials.- A.2 Fock Space.- A.3 Reproducing Kernel Hilbert Spaces.- Notations and Conventions.

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