A representation result for time-space Brownian chaos

DOI10.1016/S0246-0203(01)01076-7zbMath0990.60081OpenAlexW1983655026MaRDI QIDQ5946886

Giovanni Peccati

Publication date: 11 August 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2001__37_5_607_0

zbMATH Keywords

Brownian motionBrownian bridgechaotic time-space representation propertymultiple time-space Wiener integralsweak Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic processes (60G99) Stochastic integrals (60H05)

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