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Multiple Wiener-Ito Integrals

With Applications to Limit Theorems

  • Book
  • © 1981

Overview

Authors:
  1. Péter Major
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Part of the book series: Lecture Notes in Mathematics (LNM, volume 849)

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Table of contents (9 chapters)

  1. Front Matter

    Pages I-VII
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  2. On a limit problem

    • Péter Major
    Pages 1-6

  3. Wick polynomials

    • Péter Major
    Pages 6-13

  4. Random spectral measures

    • Péter Major
    Pages 13-22

  5. Multiple Wiener-Itô integrals

    • Péter Major
    Pages 22-37

  6. The proof of Itô’s formula. The diagram formula and some of its consequences

    • Péter Major
    Pages 37-55

  7. Subordinated fields, construction of self-similar fields

    • Péter Major
    Pages 55-73

  8. On the original Wiener-Itô integral

    • Péter Major
    Pages 73-79

  9. Non-central limit theorems

    • Péter Major
    Pages 80-105

  10. History of the problems. Comments

    • Péter Major
    Pages 105-121

  11. Back Matter

    Pages 121-127
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Keywords

Bibliographic Information

  • Book Title: Multiple Wiener-Ito Integrals

  • Book Subtitle: With Applications to Limit Theorems

  • Authors: Péter Major

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0094036

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1981

  • eBook ISBN: 978-3-540-38557-8Published: 14 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: X, 130

  • Topics: Probability Theory and Stochastic Processes

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