Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes

DOI10.3103/S1055134416010016zbMath1374.60097OpenAlexW2327083482MaRDI QIDQ2959155

I. S. Borisov, S. E. Khrushchev

Publication date: 9 February 2017

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134416010016

zbMATH Keywords

orthogonal seriesmultiple stochastic integralHu-Meyer formulamultiple Wiener-Itô integralexpansion of stochastic process

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on invariance principles for v. Mises' statistics
• On stochastic integration by series of Wiener integrals
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Stochastic and multiple Wiener integrals for Gaussian processes
• On the relation between the Stratonovich and Ogawa integrals
• Multiple fractional integrals
• Multiple Wiener integral
• Constructing multiple stochastic integrals on non-Gaussian product measures
• Homogeneous Chaos, p-Forms, Scaling and the Feynman Integral
• Constructing a Stochastic Integral of a Nonrandom Function without Orthogonality of the Noise
• Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
• The Homogeneous Chaos
• Stochastic integral

This page was built for publication: Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes