In this chapter we develop the general framework to be used in this book. The starting point for the discussion will be the standard white noise structures and how constructions of this kind can be given a rigorous treatment. White noise analysis (an be addressed in several different ways. The presentation here is to a large extent influenced by ideas and methods used by the authors. In particular, we emphasize the use of multidimensional structures, i.e., the white noise we are about to consider will in general take on values in a multidimensional space and will also be indexed by a multidimensional parameter set.
KeywordsBrownian Motion White Noise Hermite Polynomial Functional Process White Noise Process
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