Wiener Chaos: Moments, Cumulants and Diagrams A survey with computer implementation /

• Κύριοι συγγραφείς: Peccati, Giovanni (Συγγραφέας), Taqqu, Murad S. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Milano : Springer Milan, 2011.
• Σειρά: Bocconi & Springer Series, 1
• Θέματα: Mathematics.; Measure theory.; Economics, Mathematical.; Probabilities.; Combinatorics.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Measure and Integration.

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...