Module Handbook

  • Dynamischer Default-Fachbereich geändert auf MAT

Course MAT-71-12A-K-7

Introduction to White Noise Analysis (2V+1U, 4.5 LP)

Course Type

SWS Type Course Form CP (Effort) Presence-Time / Self-Study
- K Lecture with exercise classes (V/U) 4.5 CP 93 h
2 V Lecture 28 h
1 U Exercise class (in small groups) 14 h
(2V+1U) 4.5 CP 42 h 93 h


CP, Effort 4.5 CP = 135 h
Position of the semester 1 Sem. irreg.
Level [7] Master (Advanced)
Language [EN] English
+ further Lecturers of the department Mathematics
Area of study [MAT-SPAS] Analysis and Stochastics
Additional informations
Livecycle-State [NORM] Active


This course is the first half of the course [MAT-71-12-K-7] White Noise Analysis.


  • introduction to the basics of distribution theory with specific focus on tempered distributions,
  • construction of the White Noise space (Minlos theorem, chaos decomposition, T-transform, S-transform, Ito-Wiener-Segal isomorphism).


  • T. Hida, H. H. Kuo, J. Potthoff, L. Streit: White Noise. An Infinite Dimensional Calculus,
  • N. Obata: White Noise Calculus and Fock Space,
  • H. H. Kuo: White Noise Distribution Theory,
  • B. Simon: Functional Integration and Quantum Physics,
  • Y.M. Berezansky and Y.G. Kondratiev: Spectral Methods in Infinite Dimensional Analysis.


Further literature will be announced in the lecture; Exercise material is provided.


Registration for the exercise classes via the online administration system URM (

Requirements for attendance (informal)

Knowledge from the module [MAT-70-11-M-4] Functional Analysis is useful, but not necessarily required.



Requirements for attendance (formal)


References to Course [MAT-71-12A-K-7]

Module Name Context
[MAT-71-12A-M-7] Introduction to White Noise Analysis P: Obligatory 2V+1U, 4.5 LP