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Wiener Chaos: Moments, Cumulants and Diagrams
Peccati, Giovanni; Taqqu, Murad
€ 64.46
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Description for Wiener Chaos: Moments, Cumulants and Diagrams
Paperback. Series: Bocconi and Springer Series. Num Pages: 287 pages, biography. BIC Classification: KF; PBKL; PBT; PBV. Category: (G) General (US: Trade). Dimension: 235 x 155 x 15. Weight in Grams: 450.
The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role in modern probability theory, with applications ranging from Malliavin calculus to stochastic differential equations and from probabilistic approximations to mathematical finance. This book is concerned with combinatorial structures arising from the study of chaotic random variables related to infinitely divisible random measures. The combinatorial structures involved are those of partitions of finite sets, over which Möbius functions and related inversion formulae are defined. This combinatorial standpoint ... Read more
The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role in modern probability theory, with applications ranging from Malliavin calculus to stochastic differential equations and from probabilistic approximations to mathematical finance. This book is concerned with combinatorial structures arising from the study of chaotic random variables related to infinitely divisible random measures. The combinatorial structures involved are those of partitions of finite sets, over which Möbius functions and related inversion formulae are defined. This combinatorial standpoint ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer Verlag Italy
Number of pages
287
Condition
New
Series
Bocconi and Springer Series
Number of Pages
274
Place of Publication
Milan, Italy
ISBN
9788847056046
SKU
V9788847056046
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Peccati, Giovanni; Taqqu, Murad
Giovanni Peccati is a Professor of Stochastic Analysis and Mathematical Finance at Luxembourg University. Murad S. Taqqu is a Professor of Mathematics and Statistics at Boston University.
Reviews for Wiener Chaos: Moments, Cumulants and Diagrams
From the book reviews: “The objective of this book is to provide a detailed account of the combinatorial structures arising from the study of multiple stochastic integrals. … the presentation is very clear, with all the necessary proofs and examples. The authors clearly accomplish the three goals they list in the introduction (to provide a unified approach to the ... Read more