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The multiple stochastic integral

About this Title

David Douglas Engel

Publication: Memoirs of the American Mathematical Society
Publication Year: 1982; Volume 38, Number 265
ISBNs: 978-0-8218-2265-4 (print); 978-1-4704-0672-1 (online)
DOI: https://doi.org/10.1090/memo/0265
MathSciNet review: 660396
MSC: Primary 60H05; Secondary 28C20

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Table of Contents

Chapters

• 1. Introduction
• 2. Definitions and preliminaries
• 3. The Discrete homogeneous chaos
• 4. Multiple stochastic integrals and $L^2(\Omega )$–valued measures
• 5. Some combinatorial lemmas
• 6. Applications