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Journal article 1749 views

A chaotic decomposition for generalized stochastic processes with independent values

Suman Das, Eugene Lytvynov Orcid Logo

Probability and Mathematical Statistics, Volume: 33, Issue: 2, Pages: 201 - 212

Swansea University Author: Eugene Lytvynov Orcid Logo

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
URI: https://cronfa.swan.ac.uk/Record/cronfa19101
first_indexed 2014-11-07T02:55:36Z
last_indexed 2018-02-09T04:54:18Z
id cronfa19101
recordtype SURis
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spelling 2014-11-06T12:22:27.0738595 v2 19101 2014-11-06 A chaotic decomposition for generalized stochastic processes with independent values e5b4fef159d90a480b1961cef89a17b7 0000-0001-9685-7727 Eugene Lytvynov Eugene Lytvynov true false 2014-11-06 MACS 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. Journal Article Probability and Mathematical Statistics 33 2 201 212 31 12 2013 2013-12-31 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University 2014-11-06T12:22:27.0738595 2014-11-06T12:16:09.8082963 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Suman Das 1 Eugene Lytvynov 0000-0001-9685-7727 2
title A chaotic decomposition for generalized stochastic processes with independent values
spellingShingle A chaotic decomposition for generalized stochastic processes with independent values
Eugene Lytvynov
title_short A chaotic decomposition for generalized stochastic processes with independent values
title_full A chaotic decomposition for generalized stochastic processes with independent values
title_fullStr A chaotic decomposition for generalized stochastic processes with independent values
title_full_unstemmed A chaotic decomposition for generalized stochastic processes with independent values
title_sort A chaotic decomposition for generalized stochastic processes with independent values
author_id_str_mv e5b4fef159d90a480b1961cef89a17b7
author_id_fullname_str_mv e5b4fef159d90a480b1961cef89a17b7_***_Eugene Lytvynov
author Eugene Lytvynov
author2 Suman Das
Eugene Lytvynov
format Journal article
container_title Probability and Mathematical Statistics
container_volume 33
container_issue 2
container_start_page 201
publishDate 2013
institution Swansea University
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 0
active_str 0
description 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_date 2013-12-31T03:35:04Z
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score 11.038833

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