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Wiener Chaos
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...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2011
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| Acceso en línea: | https://dx.doi.org/10.1007/978-88-470-1679-8 http://cds.cern.ch/record/1414095 |