Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
1981, 1st edition. Berlin ; New York : Springer-Verlag. Fine paperback copy. Particularly well-preserved; tight, bright and clean. Item #385081
ISBN: 3540105751
Physical description; vii, 126 pp. Notes; Lecture notes in mathematics (Springer-Verlag) series, 849. Includes bibliographical references. Contents; On a limit problem -- Wick polynomials -- Random spectral measures -- Multiple Wiener-Itô integrals -- The proof of Itô'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. Subject s; Stochastic integrals. Gaussian processes. Distribution (Probability theory). Tables. Random variables. Wiener-Itô-Integral. Mathematics.
Price: €25.00