A noise of new type and its generalized functionals
The purpose of this paper is to introduce a new noise denoted by P'(u). It has the space parameter u, being compared with the usual noise depending on the time t. We first explain why such a noise arises naturally. Then, we come to the analysis of functionals of this new noise. We shall emphasize the significance of generalized functionals of P'(u), in particular, linear and quadratic.