Title
Brownian functionals and applications
Document Type
Article
Publication Date
6-1-1983
Abstract
Hida's theory of generalized Brownian functionals is surveyed with the applications to: (1) stochastic partial differential equations, (2) Feynman integral, (3) an extension of Itô's lemma, and (4) infinite dimensional Fourier transform. © 1983 D. Reidel Publishing Company.
Publication Source (Journal or Book title)
Acta Applicandae Mathematicae
First Page
175
Last Page
188
Recommended Citation
Kuo, H. (1983). Brownian functionals and applications. Acta Applicandae Mathematicae, 1 (2), 175-188. https://doi.org/10.1007/BF00046834
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