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...
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| Médium: | Electronic Resource |
| Jazyk: | English |
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Milan, New York
Springer
c2011.
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| Edice: | Bocconi & Springer series
1. |
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| On-line přístup: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |