Complex Wiener-Itô chaos decomposition revisited

DOI10.1007/s10473-019-0311-6zbMath1499.60171arXiv1902.09111OpenAlexW2954850340MaRDI QIDQ2153086

Yanyan Li

Publication date: 1 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.09111

zbMATH Keywords

complex Hermite polynomialscomplex Gaussian isonormal processescomplex Ornstein-Uhlenbeck operators and semigroupscomplex Wiener-Itô multiple integrals

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stochastic calculus of variations and the Malliavin calculus (60H07) (L^p)-limit theorems (60F25)

Related Items (3)

Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion ⋮ Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa ⋮ Unnamed Item

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