In section (2), after recalling some basic points of the structure theory of classical stochastic process, we illustrate how quantum probability can substantiate Hida's vision about the "elementality" of white noise, i.e. that any other (purely non deterministic) process can be in some sense ``built'' from it.
Accardi, L., Boukas, A. (2005). White noise calculus and stocastic calculus. In T. Hida (a cura di), Stochastic analysis: classical and quantum (pp. 260-300). World Scientific Publishing Co..
White noise calculus and stocastic calculus
ACCARDI, LUIGI;
2005-01-01
Abstract
In section (2), after recalling some basic points of the structure theory of classical stochastic process, we illustrate how quantum probability can substantiate Hida's vision about the "elementality" of white noise, i.e. that any other (purely non deterministic) process can be in some sense ``built'' from it.File in questo prodotto:
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