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Book Cover
E-book
Author Engel, David D. (David Douglas), 1954-

Title The multiple stochastic integral / David Douglas Engel
Published Providence, R.I. : American Mathematical Society, 1982

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Description 1 online resource (v, 82 pages) : illustrations
Series Memoirs of the American Mathematical Society, 1947-6221 ; v. 265
Memoirs of the American Mathematical Society ; no. 265. 0065-9266
Contents 1. Introduction 2. Definitions and preliminaries 3. The Discrete homogeneous chaos 4. Multiple stochastic integrals and $L̂2(\Omega)$-valued measures 5. Some combinatorial lemmas 6. Applications
Bibliography Includes bibliographical references (page 82) and index
Notes English
Print version record
Subject Stochastic integrals.
Multiple integrals.
Multiple integrals.
Stochastic integrals.
Form Electronic book
ISBN 9781470406721
1470406721