All Questions
Tagged with wiener-measure schwartz-distributions
1 question
3
votes
1
answer
1k
views
can I integrate product or square of a white noise in any sense?
Assume that we have $\epsilon_1, \; \epsilon_2$ independent white noises.
Can I write $\int_{0}^1 \epsilon_1^2(t)dt$
Can I write $\int_{0}^1 \epsilon_1(t) \epsilon_2(t)dt$
1 and 2 obviously make no ...
