Constructing multiple stochastic integrals on non-Gaussian product measures
From MaRDI portal
Publication:2945793
DOI10.3103/S1055134414020011zbMath1340.60077OpenAlexW2022271833MaRDI QIDQ2945793
S. E. Khrushchev, I. S. Borisov
Publication date: 14 September 2015
Published in: Siberian Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1055134414020011
multiple stochastic integralmultiple orthogonal seriesexpansions of stochastic processes via orthogonal seriesHilbert-space-valued stochastic process
Stochastic integrals (60H05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Related Items (1)
This page was built for publication: Constructing multiple stochastic integrals on non-Gaussian product measures