Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications

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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 variables appearing in many limiting ...

Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications 1994, CRC Press, Boca Raton, FL

ISBN-13: 9780849380723

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