Multiple Wiener-Itô integrals: with applications to limit theorems
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
1981
|
| Schriftenreihe: | Lecture notes in mathematics
849 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VII, 126 S. |
| ISBN: | 3540105751 0387105751 |
Internformat
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| 245 | 1 | 0 | |a Multiple Wiener-Itô integrals |b with applications to limit theorems |c Péter Major |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1981 | |
| 300 | |a VII, 126 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in mathematics |v 849 | |
| 650 | 4 | |a Intégrales stochastiques | |
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| 650 | 4 | |a Processus gaussiens | |
| 650 | 7 | |a Processus gaussiens |2 ram | |
| 650 | 4 | |a Gaussian processes | |
| 650 | 4 | |a Stochastic integrals | |
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Datensatz im Suchindex
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|---|---|
| adam_text | TABLE OF CONTENTS
Page
Introduction
1. On a limit problem 1
2. Wick polynomials 6
3. Random spectral measures 13
4. Hultiple Wiener-Ito integrals 22
5. The proof of Ito s formula. The diagram
formula and some of its consequences 37
6. Subordinated fields» Construction of
self-similar fields 55
7. On the original Wiener-Ito integral 73
8. lion-central limit theorems 80
9. History of the problems. Comments 105
References 121
Subject Index 125
Notations 127
|
| any_adam_object | 1 |
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| callnumber-sort | QA 13 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SI 850 |
| classification_tum | MAT 606f MAT 605f |
| ctrlnum | (OCoLC)7462055 (DE-599)BVBBV002266357 |
| dewey-full | 519.2 510 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics 510 - Mathematics |
| dewey-raw | 519.2 510 |
| dewey-search | 519.2 510 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| indexdate | 2024-07-09T15:43:03Z |
| institution | BVB |
| isbn | 3540105751 0387105751 |
| language | English |
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| physical | VII, 126 S. |
| publishDate | 1981 |
| publishDateSearch | 1981 |
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| publisher | Springer |
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| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Major, Péter Verfasser aut Multiple Wiener-Itô integrals with applications to limit theorems Péter Major Berlin [u.a.] Springer 1981 VII, 126 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 849 Intégrales stochastiques Intégrales stochastiques ram Processus gaussiens Processus gaussiens ram Gaussian processes Stochastic integrals Wiener-Itô-Integral (DE-588)4189868-0 gnd rswk-swf Wiener-Itô-Integral (DE-588)4189868-0 s DE-604 Lecture notes in mathematics 849 (DE-604)BV000676446 849 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001489280&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Major, Péter Multiple Wiener-Itô integrals with applications to limit theorems Lecture notes in mathematics Intégrales stochastiques Intégrales stochastiques ram Processus gaussiens Processus gaussiens ram Gaussian processes Stochastic integrals Wiener-Itô-Integral (DE-588)4189868-0 gnd |
| subject_GND | (DE-588)4189868-0 |
| title | Multiple Wiener-Itô integrals with applications to limit theorems |
| title_auth | Multiple Wiener-Itô integrals with applications to limit theorems |
| title_exact_search | Multiple Wiener-Itô integrals with applications to limit theorems |
| title_full | Multiple Wiener-Itô integrals with applications to limit theorems Péter Major |
| title_fullStr | Multiple Wiener-Itô integrals with applications to limit theorems Péter Major |
| title_full_unstemmed | Multiple Wiener-Itô integrals with applications to limit theorems Péter Major |
| title_short | Multiple Wiener-Itô integrals |
| title_sort | multiple wiener ito integrals with applications to limit theorems |
| title_sub | with applications to limit theorems |
| topic | Intégrales stochastiques Intégrales stochastiques ram Processus gaussiens Processus gaussiens ram Gaussian processes Stochastic integrals Wiener-Itô-Integral (DE-588)4189868-0 gnd |
| topic_facet | Intégrales stochastiques Processus gaussiens Gaussian processes Stochastic integrals Wiener-Itô-Integral |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001489280&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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