Book 1993
Asymptotic Problems in Probability TheoryWiener Functionals and Asymptotics (Research Notes in Mathematics Series)
1 readers
- Publisher
- Chapman & Hall/CRC
- Language
- English
- Published
- 1993
- Probability & statistics
- General
- Stochastic Processes
- Science
- Textbooks
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.