Asymptotic Problems in Probability TheoryWiener Functionals and Asymptotics (Research Notes in Mathematics Series)

Edición de la obra Asymptotic problems in probability theory

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.