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Item Details
| Title:
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CHAOS EXPANSIONS, MULTIPLE WIENER-ITO INTEGRALS AND THEIR APPLICATIONS
WORKSHOP : SELECTED PAPERS |
| By: |
Christian Houdre, Victor Perez-Abreu |
| Format: |
Hardback |
| List price:
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£205.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0849380723 |
| ISBN 13: |
9780849380723 |
| Publisher: |
TAYLOR & FRANCIS INC |
| Pub. date: |
5 April, 1994 |
| Series: |
Probability and Stochastics 1 |
| Pages: |
400 |
| 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. This book introduces the concepts, techniques, and applications of multiple Wiener-Ito and related integrals. |
| Synopsis: |
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. |
| Publication: |
US |
| Imprint: |
CRC Press Inc |
| Returns: |
Non-returnable |
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