Multiple Wiener-Itô integrals
Subtitle: with applications to limit theorems
By: Péter Major.
Series: Lecture notes in mathematics ;; 849; Lecture notes in mathematics (Springer-Verlag) ;; 849.
Publisher: Springer-Verlag
Published: 1981
Place of publication: Berlin; New York
Language: eng
Number of pages: 126
Subjects: Stochastic integrals.; Gaussian processes.
Other titles: Wiener-Ito integrals.
Notes: Bibliography: p. 121-124.
Includes index.