Asymptotic problems in probability theory
de Taniguchi International Symposium (1990 Sanda, Japan and Kyoto, Japan), David Elworthy, Nobuyuki Ikeda · Publicada por primera vez en 1993
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.