Chaos expansions, multiple Wiener-Itô integrals and their applications
By: edited by Christian Houdré and Víctor Pérez-Abreu.
Contributors: Houdré, Christian.; Pérez-Abreu, Víctor.; Workshop on Multiple Wiener-Itô and Their Applications (1992 : Centro de Investigación en Matemáticas)
Series: Probability and stochastics series
Publisher: CRC Press
Published: 1994
Place of publication: Boca Raton, FL
Language: eng
Number of pages: 377
Subjects: Stochastic integrals.; Chaotic behavior in systems.; Gaussian processes.
Notes: Includes bibliographical references and index.
Papers from a Workshop on Multiple Wiener-Itô Integrals and Their Applications, held at the Centro de Investigación en Matemáticas, Guanajuato, Mexico, July 27-31, 1992; papers include a large selection of surveys as well as reports on recent developments.