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Measurement of Wiener kernels

Published online by Cambridge University Press:  01 July 2016

Yoshifusa Ito
Yoshifusa Ito*
Affiliation:
Nagoya University
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Extract

Since the late 1960s Wiener's theory on the non-linear functionals of white noise has been widely applied to the construction of mathematical models of non-linear systems, especially in the field of biology. For such applications the main part is the measurement of Wiener's kernels, for which two methods have been proposed: one by Wiener himself and the other by Lee and Schetzen. The aim of this paper is to show that there is another method based on Hida's differential operator.

Type
Applied Probability in Biology and Engineering. An ORSA/TIMS Special Interest Meeting
Information
Advances in Applied Probability , Volume 16 , Issue 1 , March 1984 , pp. 11 - 12
Copyright
Copyright © Applied Probability Trust 1984 

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