Conditional expectation of odd chaos given even

DOI10.1080/17442509108833702zbMATH Open0728.60059OpenAlexW2019391134MaRDI QIDQ3352213

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Publication date: 1991

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833702

zbMATH Keywords

homogeneous chaosmultiple Wiener-Itô integralsodd chaos of the Wiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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