Stochastic integrals: A combinatorial approach (Q1370219): Difference between revisions

A unified combinatorial definition of multiple stochastic integrals is given in the setting of random measures. The notion of stochastic sequence of binomial type is introduced as a generalization of special polynomial sequences appearing commonly in stochastic integration including Hermite, Poisson-Charlier and Kravchuk polynomials.

0 references

reviewed by

Gong Guanglu

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

multiple stochastic integral

0 references

partition of set

0 references

discrete and homogeneous chaos

0 references

orthogonal polynomial

0 references

symmetric function

0 references

Kailath-Segall formula

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1214/aop/1024404513

0 references

0 references

0 references

0 references

The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

0 references

L\({}^ p\) estimates on iterated stochastic integrals

0 references

Q4170993

0 references

Q3883242

0 references

Quelques applications de la formule de changement de variables pour les semimartingales

0 references

On the Foundations of Combinatorial Theory. VII: Symmetric Functions through the Theory of Distribution and Occupancy

0 references

The multiple stochastic integral

0 references

Quantum mechanics and polynomials of a discrete variable

0 references

Stationary Stochastic Processes. (MN-8)

0 references

Q5613592

0 references

Multiple Wiener integral

0 references

Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments

0 references

Determination of the Spectrum of the Flow of Brownian Motion

0 references

Q5338447

0 references

Q3333815

0 references

Multiple integration with respect to Poisson and Lévy processes

0 references

Q3215519

0 references

Multiple Wiener-Ito integrals. With applications to limit theorems

0 references

Sample functions of stable processes

0 references

Q5585820

0 references

Q3914121

0 references

Q4151478

0 references

Quantum probability for probabilists

0 references

Q3997785

0 references

Orthogonal functionals of the Poisson process

0 references

Q3996259

0 references

The Number of Partitions of a Set

0 references

On the foundations of combinatorial theory I. Theory of M�bius Functions

0 references

On the foundations of combinatorial theory. VIII: Finite operator calculus

0 references

The Classical Umbral Calculus

0 references

Tensor Algebras Over Hilbert Spaces. I

0 references

Orthogonal functionals of independent-increment processes

0 references

Q5508878

0 references

The Evaluation of the Collision Matrix

0 references

The Homogeneous Chaos

0 references

The Discrete Chaos

0 references

Q4331751

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1370219

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1214/aop/1024404513
+Normal rank
@@ Property / OpenAlex ID @@
+W1990540326
@@ Property / OpenAlex ID: W1990540326 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5576969
@@ Property / cites work: Q5576969 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4259443
@@ Property / cites work: Q4259443 / rank @@
+Normal rank
@@ Property / cites work @@
+The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
+Normal rank
@@ Property / cites work @@
+L\({}^ p\) estimates on iterated stochastic integrals
+Normal rank
@@ Property / cites work @@
+Q4170993
@@ Property / cites work: Q4170993 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3883242
@@ Property / cites work: Q3883242 / rank @@
+Normal rank
@@ Property / cites work @@
+Quelques applications de la formule de changement de variables pour les semimartingales
+Normal rank
@@ Property / cites work @@
+On the Foundations of Combinatorial Theory. VII: Symmetric Functions through the Theory of Distribution and Occupancy
+Normal rank
@@ Property / cites work @@
+The multiple stochastic integral
@@ Property / cites work: The multiple stochastic integral / rank @@
+Normal rank
@@ Property / cites work @@
+Quantum mechanics and polynomials of a discrete variable
+Normal rank
@@ Property / cites work @@
+Stationary Stochastic Processes. (MN-8)
@@ Property / cites work: Stationary Stochastic Processes. (MN-8) / rank @@
+Normal rank
@@ Property / cites work @@
+Q5613592
@@ Property / cites work: Q5613592 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
+Normal rank
@@ Property / cites work @@
+Determination of the Spectrum of the Flow of Brownian Motion
+Normal rank
@@ Property / cites work @@
+Q5338447
@@ Property / cites work: Q5338447 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3333815
@@ Property / cites work: Q3333815 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple integration with respect to Poisson and Lévy processes
+Normal rank
@@ Property / cites work @@
+Q3215519
@@ Property / cites work: Q3215519 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Wiener-Ito integrals. With applications to limit theorems
+Normal rank
@@ Property / cites work @@
+Sample functions of stable processes
@@ Property / cites work: Sample functions of stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5585820
@@ Property / cites work: Q5585820 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3914121
@@ Property / cites work: Q3914121 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4151478
@@ Property / cites work: Q4151478 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantum probability for probabilists
@@ Property / cites work: Quantum probability for probabilists / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997785
@@ Property / cites work: Q3997785 / rank @@
+Normal rank
@@ Property / cites work @@
+Orthogonal functionals of the Poisson process
@@ Property / cites work: Orthogonal functionals of the Poisson process / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+The Number of Partitions of a Set
@@ Property / cites work: The Number of Partitions of a Set / rank @@
+Normal rank
@@ Property / cites work @@
+On the foundations of combinatorial theory I. Theory of M�bius Functions
+Normal rank
@@ Property / cites work @@
+On the foundations of combinatorial theory. VIII: Finite operator calculus
+Normal rank
@@ Property / cites work @@
+The Classical Umbral Calculus
@@ Property / cites work: The Classical Umbral Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Tensor Algebras Over Hilbert Spaces. I
@@ Property / cites work: Tensor Algebras Over Hilbert Spaces. I / rank @@
+Normal rank
@@ Property / cites work @@
+Orthogonal functionals of independent-increment processes
+Normal rank
@@ Property / cites work @@
+Q5508878
@@ Property / cites work: Q5508878 / rank @@
+Normal rank
@@ Property / cites work @@
+The Evaluation of the Collision Matrix
@@ Property / cites work: The Evaluation of the Collision Matrix / rank @@
+Normal rank
@@ Property / cites work @@
+The Homogeneous Chaos
@@ Property / cites work: The Homogeneous Chaos / rank @@
+Normal rank
@@ Property / cites work @@
+The Discrete Chaos
@@ Property / cites work: The Discrete Chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Q4331751
@@ Property / cites work: Q4331751 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1370219