White Noise: An Infinite Dimensional Calculus

כריכה קדמית
Springer Science & Business Media, 29 ביוני 2013 - 520 עמודים
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Many areas of applied mathematics call for an efficient calculus in infinite dimensions. This is most apparent in quantum physics and in all disciplines of science which describe natural phenomena by equations involving stochasticity. With this monograph we intend to provide a framework for analysis in infinite dimensions which is flexible enough to be applicable in many areas, and which on the other hand is intuitive and efficient. Whether or not we achieved our aim must be left to the judgment of the reader. This book treats the theory and applications of analysis and functional analysis in infinite dimensions based on white noise. By white noise we mean the generalized Gaussian process which is (informally) given by the time derivative of the Wiener process, i.e., by the velocity of Brownian mdtion. Therefore, in essence we present analysis on a Gaussian space, and applications to various areas of sClence. Calculus, analysis, and functional analysis in infinite dimensions (or dimension-free formulations of these parts of classical mathematics) have a long history. Early examples can be found in the works of Dirichlet, Euler, Hamilton, Lagrange, and Riemann on variational problems. At the beginning of this century, Frechet, Gateaux and Volterra made essential contributions to the calculus of functions over infinite dimensional spaces. The important and inspiring work of Wiener and Levy followed during the first half of this century. Moreover, the articles and books of Wiener and Levy had a view towards probability theory.
 

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תוכן

Gaussian Spaces
1
Generalized Functionals
35
B Triples of Functional Spaces
52
The Spaces ? and ?
74
B Positive Generalized Functionals
109
Calculus of Differential Operators
146
Laplacian Operators
184
E The Commutation Relations
228
Fourier and FourierMehler Transforms
317
E A Characterization of the Fourier Transform
336
H FourierMehler Transforms
356
B Closability and the Associated Diffusion Processes
382
Applications to Quantum Field Theory
399
Feynman Integrals
435
Appendices
451
Reproducing Kernel Hilbert Spaces
468

The Spaces and
232
B LittlewoodPaleyStein Inequalities
249
Stochastic Integration
277
Bibliography
486
Notations and Conventions
507
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