Chaos expansions, multiple Wiener-Itô integrals and their applications /
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| Imprint: | Boca Raton, FL : CRC Press, c1994. |
|---|---|
| Description: | 377 p. ; 25 cm. |
| Language: | English |
| Series: | Probability and stochastics series |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/1633215 |
Table of Contents:
- 1. Multiple Wiener-Ito integrals: An introductory survey / Christian Houdre, Victor Perez-Abreu and Ali Suleyman Ustunel
- 2. The Hu-Meyer formula. A view of the problem with special attention to the Poisson case / Josep L. Sole and Frederic Utzet
- 3. Remarks on the existence of k-traces / Gerald W. Johnson and Gopinath Kallianpur
- 4. Multiple Wiener-Ito integrals and a multivariate version of Schoenberg's theorem / Olav Kallenberg
- 5. The state of decoupling: A survey / Jerzy Szulga
- 6. MWI expansions for functionals related to level-crossing counts / Eric V. Slud
- 7. Scaling limits of solutions of Burgers' equation with singular Gaussian initial data / Donatas Surgailis and Wojbor A. Woyczynski
- 8. Weak convergence in dynamical systems to self-similar processes with time average representation / Michael T. Lacey
- 9. On exact tails for limiting distributions of U-statistics in the second Gaussian chaos / Peter Imkeller
- 10. Limit theorems for empirical processes under dependence / Miguel A. Arcones and Bin Yu
- 11. Mixing for multiple Wiener-Ito integral processes / Daniel W. Chambers
- 12. Zero-one laws for multiple stochastic integrals / Jan Rosinski and Gennady Samorodnitsky
- 13. Continuity of some Gaussian chaoses / Michael B. Marcus
- 14. Some formulas for anticipative Girsanov transformations / Jorge A. Leon and Philip Protter
- 15. Absolute continuity of processes and a derivation rule / Maria Emilia Caballero and Begona Fernandez
- 16. Smoothness of local time and related Wiener functionals / David Nualart and Josep Vives
- 17. Distributions on Wiener space and fluctuation limits of Poisson systems of Brownian bridges / Luis G. Gorostiza
- 18. Ito-Ramer, Skorohod and Ogawa integrals with respect to Gaussian processes and their interrelationship / Leszek Gawarecki and Vidyadhar Mandrekar.
