Department Seminars and Colloquia

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White Noise Analysis and Quantum Probability Theory (Session 2)

Stochastic Processes - Short Course

Professor Yuh-Jia Lee


Institution: Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, TAIWAN
Date: Thu 17th February 2005
Time: 1:15 PM
Location: Room 213, Richard Berry Building, The University of Melbourne

Abstract: Abstract
The main topics in my talks contains the following:
1. Overview of white noise analysis and its connection with quantum
probability theory.
2. Calculus on abstract Wiener spaces.
3. Construction of test and generalized white noise functionals.
4. White noise derivative and quantum decomposition of quantum
decomposition of quantum stochastic processes.
5. Applications: Kubo-Takenaka formula, Clark formula and Itˆo formula of
generalized (Gaussian) white noise functionals.
6. Segal-Bargmann transform and Analysis of generalized L´evy white noise functionals.


For futher Abstract details, visit:

http://www.ms.unimelb.edu.au/~xia/Abstract.pdf

For More Information: Aihua Xia tel. 8344-4247 email: A.Xia@ms.unimelb.edu.au