Product Formula of Multiple Integrals of Levy Process
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Publication:6323152
arXiv1908.01225MaRDI QIDQ6323152FDOQ6323152
Authors: Nishant Agrawal, Yaozhong Hu, Neha Sharma 
Publication date: 3 August 2019
Abstract: We derive a product formula for the multiple stochastic integrals with respect to Levy process. The idea is to use exponential vectors and the polarization technique which greatly simplify the argument.
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