White Noise Analysis and the Levy Laplacian

1988 ◽  
pp. 177-184 ◽  
Author(s):  
Takeyuki Hida ◽  
Kimiaki Saito
Keyword(s):  
White Noise ◽  
Noise Analysis ◽  
White Noise Analysis ◽  
Lévy Laplacian

scholarly journals A characterization of the Lévy Laplacian in terms of infinite dimensional rotation groups

1990 ◽  
Vol 118 ◽  
pp. 111-132 ◽  
Author(s):  
Nobuaki Obata
Keyword(s):  
White Noise ◽  
Noise Analysis ◽  
Variational Calculus ◽  
Singular Part ◽  
White Noise Analysis ◽  
Infinite Dimensional ◽  
Functional Derivatives ◽  
Lévy Laplacian ◽  
Rotation Groups

P. Lévy introduced, in his celebrated books [21] and [22], an infinite dimensional Laplacian called the Lévy Laplacian in connection with a number of interesting topics in variational calculus. One of the most significant features of the Lévy Laplacian is observed when it acts on the singular part of the second functional derivatives. For this reason the Lévy Laplacian has become important also in white noise analysis initiated by T. Hida [12]. On the other hand, as was pointed out by H. Yoshizawa [29], infinite dimensional rotation groups are profoundly concerned with the structure of white noise, and therefore, play essential roles in certain problems of stochastic calculus. Motivated by these works, we aim at developing harmonic analysis on infinite dimensional spaces by means of the Lévy Laplacian and infinite dimensional rotation groups.

CAUCHY PROBLEMS ASSOCIATED WITH THE LÉVY LAPLACIAN IN WHITE NOISE ANALYSIS

1999 ◽  
Vol 02 (01) ◽  
pp. 131-153 ◽  
Author(s):  
DONG MYUNG CHUNG ◽  
UN CIG JI ◽  
KIMIAKI SAITÔ
Keyword(s):  
White Noise ◽  
Noise Analysis ◽  
Type Equation ◽  
Cauchy Problems ◽  
White Noise Analysis ◽  
Uniqueness Of Solutions ◽  
Wave Type ◽  
Lévy Laplacian ◽  
White Noise Functionals

In this paper we shall discuss the existence and the uniqueness of solutions of the heat type equation and the wave type equation associated with the Lévy Laplacian acting on a domain in the space of generalized white noise functionals.

scholarly journals A note on certain permutation groups in the infinite dimensional rotation group

1988 ◽  
Vol 109 ◽  
pp. 91-107 ◽  
Author(s):  
Nobuaki Obata
Keyword(s):  
Functional Analysis ◽  
White Noise ◽  
Noise Analysis ◽  
Rotation Group ◽  
Permutation Groups ◽  
White Noise Analysis ◽  
Natural Numbers ◽  
Infinite Dimensional ◽  
Lévy Laplacian

In his book P. Lévy discussed certain permutation groups of natural numbers in connection with the theory of functional analysis. Among them the group , called the Lévy group after T. Hida, has been studied along with Hida’s theory of white noise analysis and has become very important keeping profound contact with the Lévy Laplacian which is an infinite dimensional analogue of the ordinary Laplacian.

White-noise analysis in retinal physiology

1986 ◽  
Vol 4 ◽  
pp. S141-S152
Author(s):  
Masanori Sakuranaga ◽  
Yu-Ichiro Ando ◽  
Ken-Ichi Naka
Keyword(s):  
White Noise ◽  
Noise Analysis ◽  
White Noise Analysis

A Poisson Structure in White-Noise Analysis

2009 ◽  
Author(s):  
R. Léandre ◽  
Piotr Kielanowski ◽  
S. Twareque Ali ◽  
Anatol Odzijewicz ◽  
Martin Schlichenmaier ◽  
...  
Keyword(s):  
White Noise ◽  
Poisson Structure ◽  
Noise Analysis ◽  
White Noise Analysis

WHITE NOISE ANALYSIS: SOME APPLICATIONS IN COMPLEX SYSTEMS, BIOPHYSICS AND QUANTUM MECHANICS

2012 ◽  
Vol 26 (29) ◽  
pp. 1230014 ◽  
Author(s):  
CHRISTOPHER C. BERNIDO ◽  
M. VICTORIA CARPIO-BERNIDO
Keyword(s):  
Quantum Mechanics ◽  
Probability Density Function ◽  
Complex Systems ◽  
White Noise ◽  
Noise Analysis ◽  
Social Systems ◽  
White Noise Analysis ◽  
The Past ◽  
White Noise Calculus ◽  
With Memory

The white noise calculus originated by T. Hida is presented as a powerful tool in investigating physical and social systems. Combined with Feynman's sum-over-all histories approach, we parameterize paths with memory of the past, and evaluate the corresponding probability density function. We discuss applications of this approach to problems in complex systems and biophysics. Examples in quantum mechanics with boundaries are also given where Markovian paths are considered.

scholarly journals ROLES OF LOG-CONCAVITY, LOG-CONVEXITY, AND GROWTH ORDER IN WHITE NOISE ANALYSIS

2001 ◽  
Vol 04 (01) ◽  
pp. 59-84 ◽  
Author(s):  
NOBUHIRO ASAI ◽  
IZUMI KUBO ◽  
HUI-HSIUNG KUO
Keyword(s):  
White Noise ◽  
Noise Analysis ◽  
Holomorphic Functions ◽  
Legendre Transform ◽  
Legendre Functions ◽  
Growth Order ◽  
White Noise Analysis ◽  
Systematic Method ◽  
Growth Functions ◽  
Natural Way

In this paper we will develop a systematic method to answer the questions (Q1) (Q2) (Q3) (Q4) (stated in Sec. 1) with complete generality. As a result, we can solve the difficulties (D1) (D2) (discussed in Sec. 1) without uncertainty. For these purposes we will introduce certain classes of growth functions u and apply the Legendre transform to obtain a sequence which leads to the weight sequence {α(n)} first studied by Cochran et al.6 The notion of (nearly) equivalent functions, (nearly) equivalent sequences and dual Legendre functions will be defined in a very natural way. An application to the growth order of holomorphic functions on ℰc will also be discussed.

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