A model of white noise with values in a Hilbert space (Q2387076)
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| Language | Label | Description | Also known as |
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| English | A model of white noise with values in a Hilbert space |
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A model of white noise with values in a Hilbert space (English)
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26 August 2005
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A model of white noise is constructed in the form of distributional process over a countable Hilbert space. The main difficulty here is to extend the probability measure to the cylindrical \(\sigma\)-algebra.
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