Multiple Wiener-Itô integrals : with applications to limit theorems /
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| Author / Creator: | Major, Péter, 1947- |
|---|---|
| Imprint: | Berlin ; New York : Springer-Verlag, 1981. |
| Description: | 1 online resource (vii, 126 pages). |
| Language: | English |
| Series: | Lecture notes in mathematics, 0075-8434 ; 849 Lecture notes in mathematics (Springer-Verlag) ; 849. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11071097 |
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| 100 | 1 | |a Major, Péter, |d 1947- |0 http://id.loc.gov/authorities/names/n81036712 |1 http://viaf.org/viaf/110137797 | |
| 245 | 1 | 0 | |a Multiple Wiener-Itô integrals : |b with applications to limit theorems / |c Péter Major. |
| 260 | |a Berlin ; |a New York : |b Springer-Verlag, |c 1981. | ||
| 300 | |a 1 online resource (vii, 126 pages). | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
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| 490 | 1 | |a Lecture notes in mathematics, |x 0075-8434 ; |v 849 | |
| 504 | |a Includes bibliographical references (pages 121-124) and index. | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [S.l.] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a On a limit problem -- Wick polynomials -- Random spectral measures -- Multiple Wiener-Itô integrals -- The proof of Itô{u2019}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. | |
| 650 | 0 | |a Stochastic integrals. |0 http://id.loc.gov/authorities/subjects/sh85067115 | |
| 650 | 0 | |a Gaussian processes. |0 http://id.loc.gov/authorities/subjects/sh85053558 | |
| 650 | 6 | |a Intégrales stochastiques. | |
| 650 | 6 | |a Processus gaussiens. | |
| 650 | 7 | |a Gaussian processes. |2 fast |0 (OCoLC)fst00939020 | |
| 650 | 7 | |a Stochastic integrals. |2 fast |0 (OCoLC)fst01133512 | |
| 650 | 7 | |a Intégrales stochastiques. |2 ram | |
| 650 | 7 | |a Processus gaussiens. |2 ram | |
| 650 | 0 | 7 | |a Wiener-Itô-Integral. |2 swd |
| 655 | 4 | |a Electronic books. | |
| 776 | 0 | 8 | |i Print version: |a Major, Péter, 1947- |t Multiple Wiener-Itô integrals. |d Berlin ; New York : Springer-Verlag, 1981 |z 0387105751 |w (DLC) 81005242 |w (OCoLC)7462055 |
| 830 | 0 | |a Lecture notes in mathematics (Springer-Verlag) ; |v 849. | |
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