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Banach random walk in the unit ball \(S\subset l^{2}\) and chaotic decomposition of \(l^{2}( S,\mathbb {P})\)

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Publication:501840
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DOI10.1007/s10959-015-0620-1zbMath1359.60059OpenAlexW595568376WikidataQ59473836 ScholiaQ59473836MaRDI QIDQ501840

Tadeusz Banek

Publication date: 10 January 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-015-0620-1

zbMATH Keywords

Legendre polynomialsorthogonal expansion\(l^2\)-unit ballBanach random walk


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Special processes (60K99) Probabilistic methods in Banach space theory (46B09)


Related Items

Limit distribution of the Banach random walk, Random walk in balls and an extension of the Banach integral in abstract spaces



Cites Work

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  • Simulation of BSDEs with jumps by Wiener chaos expansion
  • A chaotic representation property of the multidimensional Dunkl processes
  • Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
  • Multiple Wiener integral
  • Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation
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