During the past 15 years a new technique, called the stochastic limit of qu
antum theory, has been applied to deduce new, unexpected results in a varie
ty of traditional problems of quantum physics, such as quantum electrodynam
ics, bosonization in higher dimensions, the emergence of the noncrossing di
agrams in the Anderson model, and in the large-N-limit in QCD, interacting
commutation relations, new photon statistics in strong magnetic fields, etc
. These achievements required the development of a new approach to classica
l and quantum stochastic calculus based on white noise which has suggested
a natural nonlinear extension of this calculus. The natural theoretical fra
mework of this new approach is the white-noise calculus initiated by T. Hid
a as a theory of infinite-dimensional generalized functions. In this paper,
we describe the main ideas of the white-noise approach to stochastic calcu
lus and we show that, even if we limit ourselves to the first-order case (i
.e. neglecting the recent developments concerning higher powers of white no
ise and renormalization), some nontrivial extensions of known results in cl
assical and quantum stochastic calculus can be obtained.