Multiple Wiener-Itô Integrals [electronic resource] : With Applications to Limit Theorems / by Péter Major.
Material type: TextSeries: Lecture Notes in Mathematics ; 849Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1981Description: X, 130 p. online resourceContent type:- text
- computer
- online resource
- 9783540385578
- 519.2 23
- QA273.A1-274.9
- QA274-274.9
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In:
Springer eBooks
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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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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