Conditional expectation of odd chaos given even

DOI10.1080/17442509108833702MaRDI QIDQ3352213zbMATH OpenOpenAlexFDO

Authors

Publication date 1991

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509108833702

zbMATH Keywords

homogeneous chaosmultiple Wiener-Itô integralsodd chaos of the Wiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(2)

• The representation of conditional expectations for non-Gaussian noise
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