Multiple Wiener-Ito Integrals von P. Major | With Applications to Limit Theorems | ISBN 9783540105756

Multiple Wiener-Ito Integrals

With Applications to Limit Theorems

von P. Major
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Buchcover Multiple Wiener-Ito Integrals | P. Major | EAN 9783540105756 | ISBN 3-540-10575-1 | ISBN 978-3-540-10575-6

Multiple Wiener-Ito Integrals

With Applications to Limit Theorems

von P. Major

Inhaltsverzeichnis

  • 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.