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

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