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...
| Main Authors: | , |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Milano :
Springer Milan,
2011.
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| Series: | Bocconi & Springer Series,
1 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
