Multiple Wiener Ito Integrals
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Multiple Wiener Ito Integrals
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Author : P. Major
language : en
Publisher: Springer
Release Date : 2006-11-14
Multiple Wiener Ito Integrals written by P. Major and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
Multiple Wiener Ito Integrals
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Author : Springer
language : en
Publisher:
Release Date : 2014-01-15
Multiple Wiener Ito Integrals written by Springer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Chaos Expansions Multiple Wiener Ito Integrals And Their Applications
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Author : Christian Houdre
language : en
Publisher: CRC Press
Release Date : 1994-04-05
Chaos Expansions Multiple Wiener Ito Integrals And Their Applications written by Christian Houdre and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-04-05 with Mathematics categories.
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 theorems. Part 3 is devoted to mixing, zero-one laws, and path continuity properties of chaos processes. The final part presents several applications to stochastic analysis.
Multiple Wiener Ito Integrals
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Author : Springer
language : en
Publisher:
Release Date : 2013-12-31
Multiple Wiener Ito Integrals written by Springer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-31 with categories.
Multiple Wiener It Integrals
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Author : Péter Major
language : en
Publisher: Springer
Release Date : 2013-12-02
Multiple Wiener It Integrals written by Péter Major and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-02 with Mathematics categories.
The goal of this Lecture Note is to prove a new type of limit theorems for normalized sums of strongly dependent random variables that play an important role in probability theory or in statistical physics. Here non-linear functionals of stationary Gaussian fields are considered, and it is shown that the theory of Wiener–Itô integrals provides a valuable tool in their study. More precisely, a version of these random integrals is introduced that enables us to combine the technique of random integrals and Fourier analysis. The most important results of this theory are presented together with some non-trivial limit theorems proved with their help. This work is a new, revised version of a previous volume written with the goal of giving a better explanation of some of the details and the motivation behind the proofs. It does not contain essentially new results; it was written to give a better insight to the old ones. In particular, a more detailed explanation of generalized fields is included to show that what is at the first sight a rather formal object is actually a useful tool for carrying out heuristic arguments.
Multiple Wiener Integrals And Nonlinear Functionals Of A Nuclear Space Valued Wiener Process
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Author : Víctor Pérez Abreu
language : en
Publisher:
Release Date : 1985
Multiple Wiener Integrals And Nonlinear Functionals Of A Nuclear Space Valued Wiener Process written by Víctor Pérez Abreu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with categories.
Let phi be the dual of a Countably Hilbert nuclear space and W sub t be a phi-Wiener process. This work constructs stochastic integrals and multiple Wiener integrals of operator valued processes with respect to W sub t. The Wiener decomposition of the space of phi-valued nonlinear functionals of W sub t is established. Also obtained are multiple stochastic integral expansions and representations of phi-valued nonlinear functionals of W sub t operator valued stochastic integrals of Ito type. (Author).
Introduction To Stochastic Integration
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Author : Hui-Hsiung Kuo
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-02-04
Introduction To Stochastic Integration written by Hui-Hsiung Kuo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-04 with Mathematics categories.
Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY
Quantum Probability For Probabilists
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Author : Paul-Andre Meyer
language : en
Publisher: Springer
Release Date : 2013-11-11
Quantum Probability For Probabilists written by Paul-Andre Meyer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
These notes contain all the material accumulated over six years in Strasbourg to teach "Quantum Probability" to myself and to an audience of commutative probabilists. The text, a first version of which appeared in successive volumes of the Seminaire de Probabilite8, has been augmented and carefully rewritten, and translated into international English. Still, it remains true "Lecture Notes" material, and I have resisted suggestions to publish it as a monograph. Being a non-specialist, it is important for me to keep the moderate right to error one has in lectures. The origin of the text also explains the addition "for probabilists" in the title : though much of the material is accessible to the general public, I did not care to redefine Brownian motion or the Ito integral. More precisely than "Quantum Probability" , the main topic is "Quantum Stochastic Calculus" , a field which has recently got official recognition as 81825 in the Math.
The Multiple Stochastic Integral
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Author : David Douglas Engel
language : en
Publisher: American Mathematical Soc.
Release Date : 1982
The Multiple Stochastic Integral written by David Douglas Engel and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Mathematics categories.
The author establishes a relation between the theory of multiple stochastic integration and the theory of Banach space valued measures.
Stochastic Filtering Theory
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Author : G. Kallianpur
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Stochastic Filtering Theory written by G. Kallianpur and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Science categories.
This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How ever, when I accepted Professor A. V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as self-contained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the two-volume English translation of the work by R. S. Liptser and A. N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter polation and extrapolation as well as filtering.