Major, Péter, 1947-

Multiple Wiener-Itô integrals: with applications to limit theorems/ Péter Major. - Berlin ; New York: Springer-Verlag, 1981. - vii, 126 p. ; 25 cm. - Lecture notes in mathematics ; 849. . - Lecture notes in mathematics (Springer-Verlag); 849. .

Includes index.

Bibliography: p. 121-124.

0387105751 (pbk. : U.S.)

81005242 //r92


Stochastic integrals.
Gaussian processes.
Intégrales stochastiques.
Processus gaussiens.

510 s 519.2