Stochastic integrals: A combinatorial approach (Q1370219): Difference between revisions
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Revision as of 03:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integrals: A combinatorial approach |
scientific article |
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Stochastic integrals: A combinatorial approach (English)
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19 April 1998
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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.
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multiple stochastic integral
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partition of set
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discrete and homogeneous chaos
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orthogonal polynomial
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symmetric function
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Kailath-Segall formula
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