High dimensional probability, in the sense that encompasses the topics rep resented in this volume, began about thirty years ago with research in two related areas: limit theorems for sums of independent Banach space valued random vectors and general Gaussian processes. An impo…
Learn the basics of white noise theory with White Noise Distribution Theory. This book covers the mathematical foundation and key applications of white noise theory without requiring advanced knowledge in this area. This instructive text specifically focuses on relevant applicat…
Introduction Representations Induced transformation I Approximation Induced transformation II Stochastic calculus of variation Stochastic integration Nonlinear translation (Absolute continuity) Conditional expectation Integration by parts Composition (Ito formula) Clark type rep…
Cover -- Title page -- Chapter 1. Introduction -- Chapter 2. Loop measures and renormalized intersection local times -- 2.1. Renormalized intersection local times -- 2.2. Bounds for the error terms -- Chapter 3. Continuity of intersection local time processes -- Chapter 4. Loop …