Search results for "White noise"

showing 2 items of 132 documents

Non-linear systems under parametric alpha-stable LÉVY WHITE NOISES

2005

In this study stochastic analysis of nonlinear dynamical systems under a-stable, multiplicative white noise has been performed. Analysis has been conducted by means of the Ito rule extended to the case of α-stable noises. In this context the order of increments of Levy process has been evaluated and differential equations ruling the evolutions of statistical moments of either parametrically and external dynamical systems have been obtained. The extended Ito rule has also been used to yield the differential equation ruling the evolution of the characteristic function for parametrically excited dynamical systems. The Fourier transform of the characteristic function, namely the probability den…

symbols.namesakeNonlinear systemFourier transformDynamical systems theoryCharacteristic function (probability theory)Stochastic processControl theoryDifferential equationsymbolsProbability density functionWhite noiseStatistical physicsMathematics
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Deformation Quantization in White Noise Analysis

2007

We define and present an example of a deformation quantization product on a Hida space of test functions endowed with a Wick product.

white noise analysisMoyal productQuantization (signal processing)lcsh:MathematicsMathematics::Number TheoryMathematical analysisFOS: Physical sciencesWhite noiseMathematical Physics (math-ph)lcsh:QA1-939Mathematics - Quantum AlgebraFOS: MathematicsMoyal productQuantum Algebra (math.QA)Geometry and TopologyWick productAnalysisMathematical PhysicsMathematicsMathematical physics
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