Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications |
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| Author:
| Houdre, Christian
Perez-Abreu, Victor |
| Series title: | Probability and Stochastics Ser. |
| ISBN: | 978-0-8493-8072-3 |
| Publication Date: | Apr 1994 |
| Publisher: | CRC Press LLC
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| Book Format: | Hardback |
| List Price: | USD $290.00 |
Book Description:
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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...
More DescriptionThe 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.