A chaotic decomposition for generalized stochastic processes with independent values
Probability
2013-10-02 v1
Abstract
We extend the result of Nualart and Schoutens on chaotic decomposition of the -space of a L\'evy process to the case of a generalized stochastic processes with independent values.
Keywords
Cite
@article{arxiv.1310.0254,
title = {A chaotic decomposition for generalized stochastic processes with independent values},
author = {Suman Das and Eugene Lytvynov},
journal= {arXiv preprint arXiv:1310.0254},
year = {2013}
}