Title: Asymptotic problems in probability theory
First published: 1993
Description: This is divided into a "theoretical" part on properties of Wiener functionals, including Ito's new approach to analysis on Wiener space and a section on asymptotics in an infinite dimensional setting, with applications to examples such as Schrodinger operators and stochastic wave equations.
Subjects: Probability & statistics, General, Mathematics / Probability & Statistics / Bayesian Analysis, Stochastic Processes, Science, Textbooks, Science/Mathematics, Probabilities