Title
Complex White Noise Analysis
Document Type
Article
Publication Date
9-1-2001
Department
Mathematics
School
Mathematics and Natural Sciences
Abstract
This paper describes a new space, (D[sup *, sub C]), of complex Wiener distributions for the analysis of multi-parameter generalized stochastic processes θ : R[sup N] → (D[sup *, sub C]). For a certain class of functions F : C[sup m] → C and complex Wiener integrals Φ[sub 1], …, Φ[sub m], F(Φ[sub 1], …, Φ[sub m]) is defined as an element of (D[sup *, sub C]) and its Pock space decomposition determined.
Publication Title
Infinite Dimensional Analysis, Quantum Probability and Related Topics
Volume
4
Issue
3
First Page
347
Last Page
375
Recommended Citation
Redfern, M.
(2001). Complex White Noise Analysis. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 4(3), 347-375.
Available at: https://aquila.usm.edu/fac_pubs/3797