White Noise

Name: White Noise
SKU: 2051125
Price: 270.99 AUD
Availability: InStock

An Infinite Dimensional Calculus

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Format:

Hardback

Series:

Mathematics and its Applications

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Description

This monograph presents a framework for infinite dimensional analysis based on white noise. This approach, which has many areas of application is intended to be 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 should be of interest to mathematicians and scientists who use stochastic methods in their research. The book should be useful for mathematicians in probability theory, functional analysis, measure theory, potential theory, as well as to physicists and scientists in engineering.

Release date Australia

March 31st, 1993

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Illustrations

XIV, 520 p.

Pages

520

Series

Mathematics and its Applications

Dimensions

156x234x30

ISBN-13

9780792322337

Product ID

2051125

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