Wiener Chaos: Moments, Cumulants and Diagrams A survey with Computer Implementation /
The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role in modern probability theory, with applications ranging from Malliavin calculus to stochastic differ...
Clasificación: | Libro Electrónico |
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Autores principales: | , |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Milano :
Springer Milan : Imprint: Springer,
2011.
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Edición: | 1st ed. 2011. |
Colección: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
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Temas: | |
Acceso en línea: | Texto Completo |