Abstract
White noise analysis was initiated by T. Hida in 1975. This is an infinite dimensional stochastic analysis, the basic idea of which is to view Wiener functionals as functionals of white noise. More precisely, let Ω denote the space of all continuous functions f on ∝, null at 0, equipped with the topology of uniform convergence on bounded sets. Then Ω is a Préchet space. Let B(Ω) denote the Borel σ-field on Ω and ℙ the standard Wiener measure on (Ω,B(Ω)). Put \( Wt(\omega ) = \omega (t), t \in , \omega \in \Omega . \)
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© 2000 Springer Science+Business Media Dordrecht
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Huang, Zy., Yan, Ja. (2000). General Theory of White Noise Analysis. In: Introduction to Infinite Dimensional Stochastic Analysis. Mathematics and Its Applications, vol 502. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-4108-6_4
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DOI: https://doi.org/10.1007/978-94-011-4108-6_4
Publisher Name: Springer, Dordrecht
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