A representation result for time-space brownian chaos

Giovanni Peccati

Annales de l'I.H.P. Probabilités et statistiques (2001)

  • Volume: 37, Issue: 5, page 607-625
  • ISSN: 0246-0203

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Peccati, Giovanni. "A representation result for time-space brownian chaos." Annales de l'I.H.P. Probabilités et statistiques 37.5 (2001): 607-625. <http://eudml.org/doc/77701>.

@article{Peccati2001,
author = {Peccati, Giovanni},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian motion; Brownian bridge; multiple time-space Wiener integrals; chaotic time-space representation property; weak Brownian motion},
language = {eng},
number = {5},
pages = {607-625},
publisher = {Elsevier},
title = {A representation result for time-space brownian chaos},
url = {http://eudml.org/doc/77701},
volume = {37},
year = {2001},
}

TY - JOUR
AU - Peccati, Giovanni
TI - A representation result for time-space brownian chaos
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2001
PB - Elsevier
VL - 37
IS - 5
SP - 607
EP - 625
LA - eng
KW - Brownian motion; Brownian bridge; multiple time-space Wiener integrals; chaotic time-space representation property; weak Brownian motion
UR - http://eudml.org/doc/77701
ER -

References

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  1. [1] H. Föllmer, C.-T. Wu, M. Yor, On weak Brownian motions of arbitrary order, Annales de l'Institut H. Poincaré36 (4) (2000) 447-487. Zbl0968.60069MR1785391
  2. [2] D. Nualart, The Malliavin Calculus and Related Topics, Springer, Berlin, 1995. Zbl1099.60003MR1344217
  3. [3] D.W. Stroock, Homogeneous chaos revisited, in: Séminaire de Probabilités XXI, Lecture Notes in Mathematics, 1247, Springer, 1987, pp. 1-8. Zbl0632.60061MR941972
  4. [4] N. Wiener, The homogeneous chaos, Amer. J. Math.60 (1938) 879-936. Zbl0019.35406MR1507356JFM64.0887.02
  5. [5] M. Yor, Some Aspects of Brownian Motion. Part I: Some Special Functionals, ETH Zürich Lectures in Mathematics, Birkhäuser, Basel, 1992. Zbl0779.60070MR1193919

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