Publisher: Springer Verlag
Number of pages: 274
Weight: 450 g
Dimensions: 235 x 155 x 15 mm
Edition: 2011 ed.
From the book reviews:
"The objective of this book is to provide a detailed account of the combinatorial structures arising from the study of multiple stochastic integrals. ... the presentation is very clear, with all the necessary proofs and examples. The authors clearly accomplish the three goals they list in the introduction (to provide a unified approach to the diagram method using set partition, to give a combinatorial analysis of multiple stochastic integrals in the most general setting, and to discuss chaotic limit theorems)." (Sergey V. Lototsky, Mathematical Reviews, Issue 2012 d)
"The book provides a comprehensive and detailed introduction to the theory of multiple stochastic integrals and some results for the Wiener chaos representation of random variables. ... The book is recommended for anyone who needs a precise guidance to the theory." (Gabor Szucs, Acta Scientiarum Mathematicarum (Szeged), Vol. 77 (3-4), 2011)
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