Asymptotic problems in probability theory

Asymptotic problems in probability theory

by David Elworthy, Nobuyuki Ikeda, Taniguchi International Symposium (1990 Sanda

Book 284 of Pitman research notes in mathematics series --

1993
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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.

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