Results 1 to 10 of about 280,299 (312)

White Noise Analysis for Lévy Processes.

, 2002
Di Nunno, Giulia, Proske, Frank, Øksendal, Bernt   +2 more
openaire   +1 more source

Laplace Operators Associated with Hida Derivative in White Noise Analysis(White Noise Analysis and Quantum Probability)

Laplace Operators Associated with Hida Derivative in White Noise Analysis(White Noise Analysis and Quantum Probability)
openaire  

White-noise analysis in visual neuroscience

Visual Neuroscience, 1988
AbstractIn 1827, plant biologist Robert Brown discovered what is known as Brownian motion, a class of chaos. Formal derivative of Brownian motion is Gaussian white-noise. In 1938, Norbert Wiener proposed to use the Gaussian white-noise as an input probe to identify a system by a series of orthogonal functionals known as the Wiener G-functionals.White ...
H M, Sakai, K, Naka, M J, Korenberg
openaire   +2 more sources

COMPLEX WHITE NOISE ANALYSIS

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2001
This paper describes a new space, [Formula: see text], of complex Wiener distributions for the analysis of multi-parameter generalized stochastic processes [Formula: see text]. For a certain class of functions [Formula: see text] and complex Wiener integrals Φ1, …, Φm, F(Φ1, …, Φm) is defined as an element of [Formula: see text] and its Fock space ...
openaire   +2 more sources

White-Noise Analysis of Biological Systems

Journal of Medical Engineering & Technology, 1978
The linear and nonlinear operations of a biological system can be represented by a set of functions called Wiener kernels. This type of analysis is becoming increasingly important in the field of biological systems analysis. This paper reviews the theoretical and practical aspects of testing a biological system with white-noise and provides a guide for
openaire   +2 more sources

On Differential Operators in White Noise Analysis

Acta Applicandae Mathematica, 2000
\textit{T. Deck}, \textit{G. Våge} and the author [ibid. 48, No. 1, 91-112 (1997; Zbl 0892.60050)] formulated T. Hida's white noise analysis on a general probability space. However, the problem of showing that the differential operators defined in the paper quoted above are well-defined was left open.
openaire   +2 more sources

Ideal and physical white noise in stochastic analysis

International Journal of Non-Linear Mechanics, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
CADDEMI, Salvatore, Di Paola M.
openaire   +2 more sources

A Study of Noise Effect in Feedback Control with White Noise Analysis

Open Systems & Information Dynamics
In proportional-integral-derivative (PID) control, it is well known that the selection of a method to deal with noise is an important issue and various methods have been proposed. However, similar methods to determine the response to noise have not been studied in probability theory.
Taihei Takahash, Noboru Watanabe
openaire   +1 more source

White Noise and Stochastic Analysis

1990
In this article we describe the fundamental notions of T. Hida’s white noise calculus and show how they can be used for an approach of stochastic analysis with a more functional-analytic flavour. In particular, we shall review the construction of stochastic integrals (more general than in Ito’s calculus) of Kuo and Russek [KR 88] and show that Ito’s ...
J. Asch, J. Potthoff
openaire   +1 more source

Wiener distributions and white noise analysis

Applied Mathematics & Optimization, 1992
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Betounes, David E., Redfern, Mylan
openaire   +2 more sources