On homogeneous chaos

DOI10.1017/S0305004100070420zbMath0735.60055OpenAlexW2121673417MaRDI QIDQ3982363

Nigel J. Cutland, Siu-Ah Ng

Publication date: 26 June 1992

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100070420

zbMATH Keywords

Wiener-Itô chaos decompositionRadon-Nikodým derivativesLoeb-space chaos decomposition

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Nonstandard models in mathematics (03H05)

Related Items (2)

Discretizing Malliavin calculus ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis

Cites Work

• Unnamed Item
• A non-standard representation for Brownian motion and Ito integration
• Geometry of differential space
• Nonstandard Measure Theory and its Applications
• On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
• The Homogeneous Chaos

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