The purpose of this paper is to introduce a new noise denoted by P'(u). It has the space parameter u, being compared with the usual noise depending on the time t. We first explain why such a noise arises naturally. Then, we come to the analysis of functionals of this new noise. We shall emphasize the significance of generalized functionals of P'(u), in particular, linear and quadratic.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-bc96-0-13,
author = {Takeyuki Hida},
title = {A noise of new type and its generalized functionals},
journal = {Banach Center Publications},
volume = {95},
year = {2011},
pages = {207-214},
zbl = {1252.60067},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc96-0-13}
}
Takeyuki Hida. A noise of new type and its generalized functionals. Banach Center Publications, Tome 95 (2011) pp. 207-214. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc96-0-13/