The multiple stochastic integral / [electronic resource] David Douglas Engel.

By: Engel, David D. (David Douglas), 1954-Material type: TextTextSeries: Memoirs of the American Mathematical Society ; v. 265Publication details: Providence, R.I. : American Mathematical Society, 1982Description: 1 online resource (v, 82 p. : ill.)ISBN: 9781470406721 (online)Subject(s): Stochastic integrals | Multiple integralsAdditional physical formats: multiple stochastic integral /DDC classification: 510 s | 519.2 LOC classification: QA3 | .A57 no. 265 | QA274.22Online resources: Contents | Contents
Contents:
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
Item type: E-BOOKS
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Link to resource Available EBK12718

Bibliography: p. 82.

Includes index.

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

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