Multiple Wiener-Itô Integrals
Major, Péter.
Multiple Wiener-Itô Integrals With Applications to Limit Theorems / [electronic resource] : by Péter Major. - X, 130 p. online resource. - Lecture Notes in Mathematics, 849 0075-8434 ; . - Lecture Notes in Mathematics, 849 .
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.
9783540385578
10.1007/BFb0094036 doi
Distribution (Probability theory.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2
Multiple Wiener-Itô Integrals With Applications to Limit Theorems / [electronic resource] : by Péter Major. - X, 130 p. online resource. - Lecture Notes in Mathematics, 849 0075-8434 ; . - Lecture Notes in Mathematics, 849 .
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.
9783540385578
10.1007/BFb0094036 doi
Distribution (Probability theory.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2