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Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major.
Math/Physics/Astronomy Library QA3 .L28 no.849:2nd.ed.
Available
- Format:
- Microformat
- Author/Creator:
- Major, Péter, 1947-
- Series:
- Lecture notes in mathematics (Springer-Verlag) ; 849.
- Lecture notes in mathematics, 0075-8434 ; 849
- Language:
- English
- Subjects (All):
- Stochastic integrals.
- Gaussian processes.
- Physical Description:
- xiii, 126 pages ; 24 cm.
- Edition:
- Second edition.
- Place of Publication:
- Cham [Switzerland] : Springer, [2014]
- Notes:
- Includes bibliographical references (pages 123-124) and index.
- ISBN:
- 9783319026411
- 3319026410
- OCLC:
- 868017480
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