Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications
Download or Read eBook Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications PDF written by Christian Houdre and published by CRC Press. This book was released on 1994-04-05 with total page 396 pages. Available in PDF, EPUB and Kindle.
| Author | : Christian Houdre |
| Publisher | : CRC Press |
| Total Pages | : 396 |
| Release | : 1994-04-05 |
| ISBN-10 | : 0849380723 |
| ISBN-13 | : 9780849380723 |
| Rating | : 4/5 (23 Downloads) |
Book Synopsis Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications by : Christian Houdre
Book excerpt: 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.
