Stochastic integrals: A combinatorial approach
A unified combinatorial definition of multiple stochastic integrals is given in the setting of random measures. The notion of stochastic sequence of binomial type is introduced as a generalization of special polynomial sequences appearing commonly in stochastic integration including Hermite, Poisson-Charlier and Kravchuk polynomials.
scientific article; zbMATH DE number 1078130
scientific article