Wiener Chaos

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Chaos are the eigenspaces of the L = −δ∇ they play a major rôle in the Hilbertian on the Wiener space as ∇ and δ have simple expressions on chaos elements. They can also be constructed as iterated integrals with respect to the Brownian motion and as such replace the orthonormal polynomials in the usual deterministic calculus.

Original languageEnglish
Title of host publicationBocconi and Springer Series
PublisherSpringer-Verlag Italia s.r.l.
Pages61-88
Number of pages28
DOIs
Publication statusPublished - 1 Jan 2022

Publication series

NameBocconi and Springer Series
Volume10
ISSN (Print)2039-1471
ISSN (Electronic)2039-148X

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