Preview
Unable to display preview. Download preview PDF.
References
P. Lévy, Sur la variation de la distribution de l'électricité sur un conducteur dont la surface se déforme. Bull. Société math. de France, 46 (1918), 35–68.
—, Problèmes concrets d'analyse fonctionnelle. Cauthier-Villars, Paris, 1951, Part. I, II.
—, A special problem of Brownian motion, and a general theory of Gaussian random functions. Proc. 3rd Berkeley Symp. vol.II (1965), 133–175.
K. Aomoto, Formule variationelle d'Hadamard et modèle des variétés différentiables plongées. J. Functional Analysis 34 (1979), 493–523.
T. Hida, Brownian motion (in Japanese). Iwanami Pub. Co., Tokyo 1975; English Trans. Springer-Verlag, New York Heidelberg Berlin 1980.
—, Analysis of Brownian functionals. Carleton Math. Lec. Notes, no.13, Carleton Univ. Ottawa, 1975.
—, A note on generalized Gaussian random fields. Jounal Multivariate Analysis 27 (1988), 255–260.
—, White noise analysis and Gaussian random fields. Proc. 24th Winter School of Theoretical Physics, Karpacz, 1988, to appear.
T. Hida, K.-S. Lee and S.-S. Lee, Conformal invariance of white noise. Nagoya Math. J. 98 (1985), 87–98.
T. Hida, K.-S. Lee and Si Si, Multidimensional parameter white noise and Gaussian random fields. Balakrishnan volume (1987), 177–183.
H.-H. Kuo, Brownian functionals and applications, Acta Appl. Math. 1 (1983), 175–188.
K.-S. Lee, White noise approach to Gaussian random fields. to appear, 1989.
J.L. Lions and E. Magenes, Non-homogeneous boundary value problems and applications, vol. I, Springer-Verlag, New York Heidelberg Berlin, 1972.
Si Si, A note on Lévy's Brownian motion. Nagoya Math. J. 108 (1987), 121–130.
—, Gaussian processes and conditional expectations. BiBoS Notes 292/87, Univ. Bielefeld, 1987.
—, Topics on Gaussian random fields. RIMS Kokyuroku, #672 (1988), Gaussian Random Fields — Stochastic Variational Calculus and Related Topics, ed. A. Noda.
Y. Yokoi, Positive generalized white noise functionals. Preprint, Kumamoto, 1987; to appear 1989.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1989 Springer-Verlag
About this paper
Cite this paper
Hida, T., Si, S. (1989). Variational calculus for Gaussian random fields. In: Zabczyk, J. (eds) Stochastic Systems and Optimization. Lecture Notes in Control and Information Sciences, vol 136. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0002671
Download citation
DOI: https://doi.org/10.1007/BFb0002671
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-51619-4
Online ISBN: 978-3-540-46719-9
eBook Packages: Springer Book Archive