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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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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-88-470-1679-8 http://cds.cern.ch/record/1414095 |
| _version_ | 1780923989560918016 |
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| author | Peccati, Giovanni Taqqu, Murad S |
| author_facet | Peccati, Giovanni Taqqu, Murad S |
| author_sort | Peccati, Giovanni |
| collection | CERN |
| description | 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 differential equations and from probabilistic approximations to mathematical finance. This book is concerned with combinatorial structures arising from the study of chaotic random variables related to infinitely divisible random measures. The combinatorial structures involved are those of partitions of fi |
| id | cern-1414095 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2011 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-14140952021-04-22T00:40:59Zdoi:10.1007/978-88-470-1679-8http://cds.cern.ch/record/1414095engPeccati, GiovanniTaqqu, Murad SWiener ChaosMathematical Physics and MathematicsThe 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 differential equations and from probabilistic approximations to mathematical finance. This book is concerned with combinatorial structures arising from the study of chaotic random variables related to infinitely divisible random measures. The combinatorial structures involved are those of partitions of fiSpringeroai:cds.cern.ch:14140952011 |
| spellingShingle | Mathematical Physics and Mathematics Peccati, Giovanni Taqqu, Murad S Wiener Chaos |
| title | Wiener Chaos |
| title_full | Wiener Chaos |
| title_fullStr | Wiener Chaos |
| title_full_unstemmed | Wiener Chaos |
| title_short | Wiener Chaos |
| title_sort | wiener chaos |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-88-470-1679-8 http://cds.cern.ch/record/1414095 |
| work_keys_str_mv | AT peccatigiovanni wienerchaos AT taqqumurads wienerchaos |