Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
Major, Péter (1947-)
Sold by MW Books, New York, NY, U.S.A.
AbeBooks Seller since July 12, 2005
Used - Soft cover
Quantity: 1 available
Add to basketSold by MW Books, New York, NY, U.S.A.
AbeBooks Seller since July 12, 2005
Quantity: 1 available
Add to basketFine paperback copy. Particularly well-preserved; tight, bright and clean. Physical description; vii, 126 pp. Notes; Lecture notes in mathematics (Springer-Verlag) series, 849. Includes bibliographical references. 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. Subject s; Stochastic integrals. Gaussian processes. Distribution (Probability theory). Tables. Random variables. Wiener-Itô-Integral. Mathematics. 1 Kg.
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