Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes (Q2959155): Difference between revisions

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Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes
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    Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes (English)
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    9 February 2017
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    multiple stochastic integral
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    multiple Wiener-Itô integral
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    orthogonal series
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    expansion of stochastic process
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    Hu-Meyer formula
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