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Multiple Wiener–Itô Integrals

  • Péter Major
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 849)

Abstract

Here we introduce the multiple Wiener–itô integrals with respect to a Gaussian random spectral measure and prove some important results about them.

Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Péter Major
    • 1
  1. 1.Alfréd Rényi Mathematical Institute Hungarian Academy of SciencesBudapestHungary

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