Multiple Wiener Ito Integrals
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Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications
Author | : Christian Houdre |
Publisher | : CRC Press |
Total Pages | : 396 |
Release | : 1994-04-05 |
Genre | : Mathematics |
ISBN | : 9780849380723 |
Download Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications Book in PDF, Epub and Kindle
The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, stochastic processes, mathematical physics, and statistics. Divided into four parts, this book features a wide selection of surveys and recent developments on these subjects. Part 1 introduces the concepts, techniques, and applications of multiple Wiener-Ito and related integrals. The second part includes papers on chaos random variables appearing in many limiting theorems. Part 3 is devoted to mixing, zero-one laws, and path continuity properties of chaos processes. The final part presents several applications to stochastic analysis.
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