Advertisement
Published in:
2016 | OriginalPaper | Chapter
White Noise
Author : Davar Khoshnevisan
Published in: From Lévy-Type Processes to Parabolic SPDEs
Publisher: Springer International Publishing
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
We begin our description of noisy equations with an analysis of the underlying noise. Throughout these notes, we use only space-time white noise. There is a very nice noise theory that is “white in time and colored in space”, as very well described in the book of Sanz-Solé [51] on the Malliavin calculus.We will not cover such noises here, however. The material of this chapter borrows heavily from the paper [34] with Kunwoo Kim.