Cover of Asymptotic Problems in Probability TheoryWiener Functionals and Asymptotics (Research Notes in Mathematics Series)

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.