I wish to understand more about Gaussian white noise through a formal math definition if possible and how its related to the mean and variance (if we are speaking in the time-continuous domain) or if possible someone can direct me to some link (other than wikipedia) to gain a better mathematical understanding of them. Thank you
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You may wish to look at Chapter 1 of Nualart's The Malliavan Calculus and Related Topics. For a more accessible explanation see here: https://math.stackexchange.com/questions/134193/what-is-meant-by-a-continuous-time-white-noise-process?rq=1 – Jose Avilez May 06 '21 at 16:05
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Thank you very much @JoseAvilez – SPARSE May 06 '21 at 16:06