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Brownian functionals and applications

Brownian functionals and applications Hida's theory of generalized Brownian functionals is surveyed with the applications to: (1) stochastic partial differential equations, (2) Feynman integral, (3) an extension of Itô's lemma, and (4) infinite dimensional Fourier transform. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

Brownian functionals and applications

Acta Applicandae Mathematicae , Volume 1 (2) – May 1, 2004

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References (29)

Publisher
Springer Journals
Copyright
Copyright
Subject
Mathematics; Computational Mathematics and Numerical Analysis; Applications of Mathematics; Partial Differential Equations; Probability Theory and Stochastic Processes; Calculus of Variations and Optimal Control; Optimization
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1007/BF00046834
Publisher site
See Article on Publisher Site

Abstract

Hida's theory of generalized Brownian functionals is surveyed with the applications to: (1) stochastic partial differential equations, (2) Feynman integral, (3) an extension of Itô's lemma, and (4) infinite dimensional Fourier transform.

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: May 1, 2004

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