Explicit formulae for time-space Brownian chaos.

DOI10.3150/bj/1068129009zbMath1033.60087OpenAlexW2140445567MaRDI QIDQ1812191

Giovanni Peccati

Publication date: 20 March 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1068129009

zbMATH Keywords

Brownian bridgestochastic integralsWiener chaosmathematical economicsHardy operatorsBrownian chaosStroock's formula

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Brownian motion (60J65) Stochastic integrals (60H05)

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Spectral equivalence of Gaussian random functions: operator approach ⋮ RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS ⋮ Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions ⋮ Anticipative stochastic integration based on time-space chaos

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