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...
| Autor Principal: | |
|---|---|
| Outros autores: | |
| Formato: | Electronic Resource |
| Idioma: | English |
| Publicado: |
Milan, New York
Springer
c2011.
|
| Series: | Bocconi & Springer series
1. |
| Subjects: | |
| Acceso en liña: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |