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

By Christian Houdre

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.

• Format: Hardcover
• Language: English
• ISBN: 0849380723
• ISBN13: 9780849380723
• Release Date: April 1994
• Publisher: CRC Press
• Length: 400 Pages
• Weight: 1.66 lbs.
• Dimensions: 1.0" x 6.2" x 9.7"