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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.
Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications
Author :
Publisher : CRC Press
Total Pages : 396
Release :
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.


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