Overview

The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, stochastic processes, mathematical physics and statistics. Divided into four parts, this book features a wide selection of surveys and recent developments in these subjects. Part 1 introduces the concepts, techniques and applications of multiple Weiner-Ito and related integrals. The second part includes papers on chaos random variables appearing in many limiting theorems. Part 3 is devoted to mixing, zero-one laws and path continuity properties of chaos processes. The final part presents several applications to stochastic analysis.

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9780849380723

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