Chaos Expansions, Multiple Wiener-It Integrals, and Their Applications

Chaos Expansions, Multiple Wiener-It Integrals, and Their Applications

Editorial Reviews
Book Description
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.

Book Info
Presents a broad collection of state-of-thediscipline survey papers and discusses selected modern applications to stochastic analysis. DLC: Stochastic integrals.

Chaos Expansions, Multiple Wiener-It Integrals, and Their Applications,Christian Houdre,Victor Perez-Abreu,CRC,0849380723,Algebra - General,Applied,Chaotic behavior in systems,Gaussian processes,Mathematics,Probability & Statistics - General,Science/Mathematics,Stochastic Processes,Stochastic integrals,Mathematics / Functional Analysis

Books Info:

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Books Info

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