Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications

1st Edition

Christian Houdre, Victor Perez-Abreu

CRC Press
Published April 5, 1994
Reference - 400 Pages
ISBN 9780849380723 - CAT# 8072
Series: Probability and Stochastics Series

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The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, stochastic processes, mathematical physics, and statistics. Divided into four parts, this book features a wide selection of surveys and recent developments on these subjects. Part 1 introduces the concepts, techniques, and applications of multiple Wiener-Ito and related integrals. The second part includes papers on chaos random variables appearing in many limiting theorems. Part 3 is devoted to mixing, zero-one laws, and path continuity properties of chaos processes. The final part presents several applications to stochastic analysis.


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