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Multiple Wiener-Itô Integrals : With Applications to Limit Theorems / by Péter Major.
Math/Physics/Astronomy Library QA3 .L28 v.1-999 470,523,830,849:2nd ed. v.1000-1722,1762,1781,1799-2099,2100-2192-2218 2219-2223-2258,2260-2271,2273-2274-2277,2279-2281,2283-2289,2291,2293-2294,2296,2298-2299,2300-2311,2313-2366,2368-2379,2381-2382 2385,2388-2389
Mixed Availability
LIBRA QA3 .L28 Scattered vols.
Mixed Availability
- Format:
- Book
- Author/Creator:
- Major, Péter, 1947- author.
- Series:
- Lecture Notes in Mathematics, 0075-8434 ; 849.
- Lecture Notes in Mathematics, 0075-8434 ; 849
- Language:
- English
- Subjects (All):
- Distribution (Probability theory).
- Probability Theory and Stochastic Processes.
- Local Subjects:
- Probability Theory and Stochastic Processes.
- Physical Description:
- 1 online resource (X, 130 pages).
- Contained In:
- Springer eBooks
- Place of Publication:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1981.
- System Details:
- text file PDF
- 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.
- Other Format:
- Printed edition:
- ISBN:
- 9783540385578
- Access Restriction:
- Restricted for use by site license.
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