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: | vii, 127 p. ; 24 cm. |
| Language: | English |
| Series: | Lecture notes in mathematics ; 849 Lecture notes in mathematics (Springer-Verlag) 849. |
| Subject: | Stochastic integrals Gaussian processes Gaussian processes. Stochastic integrals. |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/432524 |
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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 | 0 | |a Berlin ; |a New York : |b Springer-Verlag, |c 1981. | |
| 300 | |a vii, 127 p. ; |c 24 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
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| 490 | 1 | |a Lecture notes in mathematics ; |v 849 | |
| 500 | |a Includes index. | ||
| 504 | |a Bibliography: p. 121-124. | ||
| 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 | 7 | |a Gaussian processes. |2 fast |0 http://id.worldcat.org/fast/fst00939020 | |
| 650 | 7 | |a Stochastic integrals. |2 fast |0 http://id.worldcat.org/fast/fst01133512 | |
| 740 | 0 | 1 | |a Wiener-Ito integrals. |
| 830 | 0 | |a Lecture notes in mathematics (Springer-Verlag) |v 849. |0 http://id.loc.gov/authorities/names/n42015165 | |
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