Multiple Wiener-Itô integrals : with applications to limit theorems /
Saved in:
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 |
Table of Contents:
- 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.