Skip to main content

The heat equation and fourier transforms of generalized brownian functionals

Part of the Lecture Notes in Mathematics book series (LNM,volume 1236)

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Gross, L.: Potential theory on Hilbert space, J. Func. Anal. 1 (1967), 123–181.

    CrossRef  MathSciNet  MATH  Google Scholar 

  2. Hida, T.: Analysis of Brownian functionals, Carleton Math. Lecture Notes, no. 13, Carleton Univ. Ottawa, 1975.

    Google Scholar 

  3. Hida, T.: Generalized multiple Wiener integrals, Proc. Japan Acad. 54A, 1978, 55–58.

    CrossRef  MathSciNet  MATH  Google Scholar 

  4. Hida, T.: Brownian Motion, Applications of Math. vol. 11, Springer-Verlag, Heidelberg, Berlin, New York, 1980.

    CrossRef  MATH  Google Scholar 

  5. Hida, T.: The role of exponential functions in the analysis of generalized Brownian functionals, Teor. Veroyatnost i Primenen, 27 (1982), 569–573.

    MathSciNet  MATH  Google Scholar 

  6. Hida, T.: Harmonic analysis of Brownian functionals, Kyoto Univ. Lecture Notes, 1983.

    Google Scholar 

  7. Kubo, I. and Takenaka, S.: Calculus on Gaussian white noise, I: Proc. Japan Academy 56A (1980), 376–380, II: ibid. 56A (1980), 411–416, III: ibid. 57A (1981), 433–437, IV: ibid. 58A (1982), 186–189.

    CrossRef  MathSciNet  MATH  Google Scholar 

  8. Kuo, H.-H.: Gaussian measures in Banach spaces, Lecture Notes in Math. vol. 463, Springer-Verlag, Heidelberg, Berlin, New York, 1975.

    CrossRef  MATH  Google Scholar 

  9. Kuo, H.-H.: On Fourier transform of generalized Brownian functionals, J. Mult. Anal. 12 (1982), 415–431.

    CrossRef  MathSciNet  MATH  Google Scholar 

  10. Kuo, H.-H.: A Fourier transform characterization of Gaussian Brownian functionals, Bulletin Inst. Math. Academia Sinica 11 (1983), 407–413.

    MathSciNet  MATH  Google Scholar 

  11. Kuo, H.-H.: On Laplacian operators of generalized Brownian functionals, Proc. 15th Conf. on Stochastic Processes and their Applications, Nagoya, 1985.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1987 Springer-Verlag

About this paper

Cite this paper

Kuo, HH. (1987). The heat equation and fourier transforms of generalized brownian functionals. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications. Lecture Notes in Mathematics, vol 1236. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072887

Download citation

  • DOI: https://doi.org/10.1007/BFb0072887

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17211-6

  • Online ISBN: 978-3-540-47408-1

  • eBook Packages: Springer Book Archive