Causal Calculus in Terms of Brownian Motion
In this chapter a new viewpoint of the analysis of non-linear functionals is presented, one which leads naturally to a generalisation of these functionals. Our approach is along the lines of the so-called causal analysis, where the passage of time is taken into account in the analysis of functionals of Brownian motion, and we begin the discussion by setting out our general point of view.
KeywordsBrownian Motion Integral Representation Random Measure Reproduce Kernel Hilbert Space Functional Derivative
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