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Multiple Wiener-Itô Integrals [electronic resource] : With Applications to Limit Theorems / by Péter Major.
Material type:
TextSeries: Lecture Notes in Mathematics ; 849Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 1981Description: X, 130 p. online resourceContent type: - text
- computer
- online resource
- 9783540385578
- 519.2 23
- QA273.A1-274.9
- QA274-274.9
Contents:
In:
Springer eBooks
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.
E-BOOKS
| Home library | Call number | Materials specified | URL | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| IMSc Library | Link to resource | Available | EBK811 |
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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