Multiple Wiener-Itรด Integrals [electronic resource] : With Applications to Limit Theorems / by Pรฉter Major

Author	Major, Pรฉter. author
Title	Multiple Wiener-Itรด Integrals [electronic resource] : With Applications to Limit Theorems / by Pรฉter Major
Imprint	Berlin, Heidelberg : Springer Berlin Heidelberg, 1981
Connect to	http://dx.doi.org/10.1007/BFb0094036
Descript	X, 130 p. online resource

CONTENT

On a limit problem -- Wick polynomials -- Random spectral measures -- Multiple Wiener-Itรด integrals -- The proof of Itรดโ{128}{153}s formula. The diagram formula and some of its consequences -- Subordinated fields, construction of self-similar fields -- On the original Wiener-Itรด integral -- Non-central limit theorems -- History of the problems. Comments

Mathematics Probabilities Mathematics Probability Theory and Stochastic Processes