Asymptotic problems in probability theory
Wiener functionals and asymptotics : proceedings of the Taniguchi International Symposium, Sanda and Kyoto, 1990
Edición de la obra Asymptotic problems in probability theory
| Autor | Taniguchi International Symposium (1990 Sanda, Japan and Kyoto, Japan) |
|---|---|
| Editorial | Longman Scientific & Technical |
| Fecha de publicación | 1993 |
| Lugar | Harlow |
| Idioma | inglés |
| Páginas | 241 |
| ISBN-10 | 058222683X |
| Serie | Pitman research notes in mathematics series -- 284 |
| Número de Cutter | T164a |
This is divided into a "theoretical" part on properties of Wiener functionals, including Ito's new approach to analysis on Wiener space and a section on asymptotics in an infinite dimensional setting, with applications to examples such as Schrodinger operators and stochastic wave equations.