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Multiple Wiener-Itô Integrals [electronic resource] : With Applications to Limit Theorems / by Péter Major.

By: Contributor(s): Material type: TextTextSeries: Lecture Notes in Mathematics ; 849Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1981Description: X, 130 p. online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783540385578
Subject(s): Additional physical formats: Printed edition:: No title; Printed edition:: No titleDDC classification:
  • 519.2 23
LOC classification:
  • QA273.A1-274.9
  • QA274-274.9
Online resources:
Contents:
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.
In: Springer eBooks
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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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