Chaos decomposition of multiple fractional integrals and applications

• 1 November 1999
• journal article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 115  (4) , 527-548
• https://doi.org/10.1007/s004400050248

Abstract

Keywords

• MULTIPLE STOCHASTIC INTEGRALS Ñ FRACTIONAL BROWNIAN MOTION Ñ CHAOS EXPANSION Ñ TENSOR PRODUCTS.
• TENSOR PRODUCT
• SERIES EXPANSION
• FRACTIONAL BROWNIAN MOTION