Chaos Expansions: A Review

Authors

  • Victor Pérez-Abreu Centro de Investigación en Matematicas A.C.

DOI:

https://doi.org/10.11606/resimeusp.v1i2/3.74587

Keywords:

Multiple Wiener Integral, Large deviations

Abstract

The aim of this paper is t.o describe recent results on the Wiener-ito decomposition. We focus on a survey of new applications of chaos expansions to functionals of
VViener and Gaussiall processes arising from different fields of
probability and stochastic processes.

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Published

1994-05-01

Issue

Vol. 1 No. 2/3 (1994)

Section

Contents

License

Copyright (c) 1994 Victor Pérez-Abreu

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

How to Cite

Chaos Expansions: A Review. (1994). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 1(2/3), 335-359. https://doi.org/10.11606/resimeusp.v1i2/3.74587