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.
Saved in:
Main Authors: | , |
---|---|
Format: | Texto biblioteca |
Language: | eng |
Published: |
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,
1981
|
Subjects: | Mathematics., Probabilities., Probability Theory and Stochastic Processes., |
Online Access: | http://dx.doi.org/10.1007/BFb0094036 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|