Discrete chaotic calculus and covariance identities
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Publication:4542937
DOI10.1080/10451120290019230zbMath1007.60047OpenAlexW2076946808MaRDI QIDQ4542937
Wim Schoutens, Nicolas Privault
Publication date: 20 March 2003
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120290019230
Markov chainsKrawtchouk polynomialscovariance identitiesbinomial processClark formulaiterated stochastic integral
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- Covariance identities and inequalities for functionals on Wiener and Poisson spaces
- Chaotic representation for finite markov chains
- Lévy processes, polynomials and martingales
- Orthogonal functionals of the Poisson process
- On Gaussian and Bernoulli covariance representations
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