Multiple Wiener-Itô integrals : with applications to limit theorems /
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Author / Creator: | Major, Péter, 1947- author. |
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Edition: | Second edition. |
Imprint: | Cham [Switzerland] : Springer, [2014] ©2014 |
Description: | 1 online resource (xi, 126 pages). |
Language: | English |
Series: | Lecture notes in mathematics, 1617-9692 ; 849 Lecture notes in mathematics (Springer-Verlag) ; 849. |
Subject: | Stochastic integrals. Gaussian processes. Gaussian processes. Stochastic integrals. Electronic books. Electronic books. |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11082635 |
Table of Contents:
- 1. On a limit problem
- 2. Wick polynomials
- 3. Random spectral measures
- 4. Multiple Weiner-Itô integrals
- 5. The proof of Itô's formula : the diagram formula and some of its consequences
- 6. Subordinated random fields : construction of self-similar fields
- 7. On the original Wiener-Itô integral
- 8. Non-central limit theorems
- 9. History of the problems : comments.