A chaotic decomposition for generalized stochastic processes with independent values

zbMath1321.60075arXiv1310.0254MaRDI QIDQ2874359

Suman G. Das, Eugene W. Lytvynov

Publication date: 29 January 2014

Full work available at URL: https://arxiv.org/abs/1310.0254

zbMATH Keywords

Lévy processesFock spacemultiple stochastic integralsgeneralized stochastic processeschaotic decomposition

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probability measures on topological spaces (60B05) Generalized stochastic processes (60G20) White noise theory (60H40) Stochastic integrals (60H05)

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