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On the continuity of Wiener chaos

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Publication:1908581
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zbMATH Open0841.60040MaRDI QIDQ1908581FDOQ1908581

Víctor Pérez-Abreu, Yaozhong Hu

Publication date: 4 March 1996

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)




zbMATH Keywords

chaos expansion[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=multiple+Wiener-It%EF%BF%BD%EF%BF%BD+integrals&go=Go multiple Wiener-It�� integrals]continuous extension


Mathematics Subject Classification ID

Stochastic integrals (60H05)



Cited In (3)

  • Wiener chaos and the Cox–Ingersoll–Ross model
  • Title not available (Why is that?)
  • Title not available (Why is that?)






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