Abstract
In this chapter we give a brief introduction in the theory of Gaussian processes by means of the technique of Fock spaces. This approach, which appeared in quantum field theory, simplifies both Wiener’s approach based on Hermite polynomials in several variables and Ith’s method of stochastic integrals.
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© 2003 Springer-Verlag New York, Inc.
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Peller, V. (2003). An Introduction to Gaussian Spaces. In: Hankel Operators and Their Applications. Springer Monographs in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-21681-2_8
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DOI: https://doi.org/10.1007/978-0-387-21681-2_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-3050-7
Online ISBN: 978-0-387-21681-2
eBook Packages: Springer Book Archive