Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes (Q2959155)
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scientific article; zbMATH DE number 6682676
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| English | Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes |
scientific article; zbMATH DE number 6682676 |
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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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0.8341358304023743
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0.8057308197021484
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