Engel, David D. 1954-

The multiple stochastic integral / [electronic resource] David Douglas Engel. - Providence, R.I. : American Mathematical Society, 1982. - 1 online resource (v, 82 p. : ill.) - Memoirs of the American Mathematical Society, v. 265 0065-9266 (print); 1947-6221 (online); .

Includes index.

Bibliography: p. 82.

1. Introduction 2. Definitions and preliminaries 3. The Discrete homogeneous chaos 4. Multiple stochastic integrals and $L^2(\Omega )$-valued measures 5. Some combinatorial lemmas 6. Applications

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Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012


Mode of access : World Wide Web

9781470406721 (online)


Stochastic integrals.
Multiple integrals.

QA3 QA274.22 / .A57 no. 265

510 s 519.2
The Institute of Mathematical Sciences, Chennai, India

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