Abstract
Here we introduce the multiple Wiener–itô integrals with respect to a Gaussian random spectral measure and prove some important results about them.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Major, P. (2014). Multiple Wiener–Itô Integrals. In: Multiple Wiener-Itô Integrals. Lecture Notes in Mathematics, vol 849. Springer, Cham. https://doi.org/10.1007/978-3-319-02642-8_4
Download citation
DOI: https://doi.org/10.1007/978-3-319-02642-8_4
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-02641-1
Online ISBN: 978-3-319-02642-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)