Author : Christian Houdre
Release : 1994-04-05
Genre : Mathematics
Kind : eBook
Book Rating : 723/5 ( reviews)
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Book Synopsis Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications by : Christian Houdre
Download or read book Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications written by Christian Houdre. This book was released on 1994-04-05. Available in PDF, EPUB and Kindle. 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.