Journal article 1749 views
A chaotic decomposition for generalized stochastic processes with independent values
Suman Das,
Eugene Lytvynov 
Probability and Mathematical Statistics, Volume: 33, Issue: 2, Pages: 201 - 212
Swansea University Author:
Eugene Lytvynov
Abstract
We extend the result of Nualart and Schoutens on chaotic decomposition of the $L^2$-space of a L\'evy process to the case of a generalized stochastic processes with independent values.
| Published in: | Probability and Mathematical Statistics |
|---|---|
| Published: |
2013
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa19101 |
| Abstract: |
We extend the result of Nualart and Schoutens on chaotic decomposition of the $L^2$-space of a L\'evy process to the case of a generalized stochastic processes with independent values. |
|---|---|
| College: |
Faculty of Science and Engineering |
| Issue: |
2 |
| Start Page: |
201 |
| End Page: |
212 |