Fine paperback copy. Particularly well-preserved; tight, bright and clean. 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-It� integrals -- The proof of It�'s formula. The diagram formula and some of its consequences -- Subordinated fields, construction of self-similar fields -- On the original Wiener-It� integral -- Non-central limit theorems -- History of the problems. Comments. Subject s; Stochastic integrals. Gaussian processes. Distribution (Probability theory). Tables. Random variables. Wiener-It�-Integral. Mathematics. 1 Kg.

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Bibliographic Details

Title: Multiple Wiener-It� integrals : with applications to limit theorems / P�ter Major
Publisher: Berlin ; New York : Springer-Verlag
Publication Date: 1981
Language: English
ISBN 10: 3540105751
ISBN 13: 9783540105756
Binding: Soft cover
Edition: 1st edition.
Weight: 1 kilogram

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Multiple Wiener-Ito Integrals: With Applications to Limit Theorems Multiple Wiener-Ito Integrals: With Applications to Limit Theorems

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