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…
Several stochastic processes related to transient Lévy processes with potential densities u(x, y) = u(y − x), that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures V endowed with a metric d. Suffici…
