Multiple Wiener-Ito? integrals : with applications to limit theorems / Pe?ter Major

Major, Pe?ter (1947-)

Language: English

Published by Berlin ; New York : Springer-Verlag, 1981

3540105751 / 9783540105756

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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.

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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

MW Books

New York, NY, U.S.A.

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