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VOL. 41 | 2004 A Frontier of White Noise Analysis, in line with Itô Calculus
Takeyuki Hida

Editor(s) Hiroshi Kunita, Shinzo Watanabe, Yoichiro Takahashi

Abstract

This note discusses two topics; one is the notion of the multiple Wiener integral and the other is the Lévy-Itô decomposition of a Lévy process.

Both have been taken up by Professor K. Itô showing the significance in stochastic analysis. The extensive development of the stochastic analysis at present largely depends on these discoveries by him.

It seems to be a good time to remind his profound ideas and to discuss some of future directions in probability theory.

Information

Published: 1 January 2004
First available in Project Euclid: 3 January 2019

zbMATH: 1059.60079
MathSciNet: MR2083706

Digital Object Identifier: 10.2969/aspm/04110111

Subjects:
Primary: 60H40

Rights: Copyright © 2004 Mathematical Society of Japan

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