Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics
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Published By Springer International Publishing

9783319026411, 9783319026428

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On the Original Wiener–Itô Integral

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_7 ◽

2013 ◽

pp. 81-86

Author(s):

Péter Major

Keyword(s):

Itô Integral ◽

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Multiple Wiener–Itô Integrals

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_4 ◽

2013 ◽

pp. 27-42

Author(s):

Péter Major

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History of the Problems: Comments

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_9 ◽

2013 ◽

pp. 113-122

Author(s):

Péter Major

Keyword(s):

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Non-central Limit Theorems

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_8 ◽

2013 ◽

pp. 87-112

Author(s):

Péter Major

Keyword(s):

Central Limit ◽

Limit Theorems ◽

Central Limit Theorems

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Subordinated Random Fields: Construction of Self-similar Fields

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_6 ◽

2013 ◽

pp. 65-79

Author(s):

Péter Major

Keyword(s):

Random Fields ◽

Construction Of Self ◽

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On a Limit Problem

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_1 ◽

2013 ◽

pp. 1-8 ◽

Author(s):

Péter Major

Keyword(s):

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The Proof of Itô’s Formula: The Diagram Formula and Some of Its Consequences

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_5 ◽

2013 ◽

pp. 43-64

Author(s):

Péter Major

Keyword(s):

Itô’S Formula ◽

Itô's Formula ◽

Ito’S Formula ◽

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Random Spectral Measures

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_3 ◽

2013 ◽

pp. 15-26

Author(s):

Péter Major

Keyword(s):

Spectral Measures

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Wick Polynomials

Multiple Wiener-Itô Integrals - Lecture Notes in Mathematics ◽

10.1007/978-3-319-02642-8_2 ◽

2013 ◽

pp. 9-14

Author(s):

Péter Major

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