The multiple stochastic integral / [electronic resource] David Douglas Engel.
Material type: TextSeries: 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 | ContentsCurrent library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
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IMSc Library | IMSc Library | 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
Description based on print version record.
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