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...
| প্রধান লেখক: | |
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| অন্যান্য লেখক: | |
| বিন্যাস: | Electronic Resource |
| ভাষা: | English |
| প্রকাশিত: |
Milan, New York
Springer
c2011.
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| মালা: | Bocconi & Springer series
1. |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |