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Multiple Wiener-Itô Integrals [electronic resource] : With Applications to Limit Theorems /
On a limit problem -- Wick polynomials -- Random spectral measures -- Multiple Wiener-Itô integrals -- The proof of Itô’s formula. The diagram formula and some of its consequences -- Subordinated fields, construction of self-similar fields -- On the original Wiener-Itô integral -- Non-central limit theorems -- History of the problems. Comments.
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| Main Authors: | , |
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| Format: | Texto biblioteca |
| Language: | eng |
| Published: |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,
1981
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| Subjects: | Mathematics., Probabilities., Probability Theory and Stochastic Processes., |
| Online Access: | http://dx.doi.org/10.1007/BFb0094036 |
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