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Multiple Wiener-Ito Integrals: With Applications to Limit Theorems - Softcover

 
9783662174487: Multiple Wiener-Ito Integrals: With Applications to Limit Theorems

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Synopsis

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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