Multiple Wiener-Ito? integrals : with applications to limit theorems / Pe?ter Major
Language: English
Published by Berlin ; New York : Springer-Verlag, 1981
- First Edition
- Softcover
- Used
Condition: Used
US$ 28.85
Quantity: 1 available
Add to basketItem description from seller
Fine 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-Ito? integrals -- The proof of Ito?'s formula. The diagram formula and some of its consequences -- Subordinated fields, construction of self-similar fields -- On the original Wiener-Ito? 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.
Seller Inventory # 385081
Bibliographic details
- Title
- Multiple Wiener-Ito? integrals : with applications to limit theorems / Pe?ter Major
- Author
- Major, Pe?ter (1947-)
- Publisher
- Berlin ; New York : Springer-Verlag
- Publication year
- 1981
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3540105751
- ISBN 13
- 9783540105756
- Edition
- 1st edition.
- Item weight
- 1 kilogram
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