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On a Limit Problem

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Multiple Wiener-Itô Integrals

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 849))

Abstract

We formulate the main problems discussed in this paper together with the most important notions needed in their discussion. In particular, we introduce the notion of generalized random fields and also explain at a heuristic level why their introduction is useful for us. We finish this chapter with a sub-chapter that contains a short summary about some useful results in the theory of generalized functions.

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Major, P. (2014). On a Limit Problem. In: Multiple Wiener-Itô Integrals. Lecture Notes in Mathematics, vol 849. Springer, Cham. https://doi.org/10.1007/978-3-319-02642-8_1

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