TY - JOUR
A2 - Mukhamedov, Farrukh
AU - Alshanskiy, M. A.
PY - 2014
DA - 2014/04/07
TI - Wiener-ItÃ´ Chaos Expansion of Hilbert Space Valued Random Variables
SP - 786854
VL - 2014
AB - The notion of n -fold iterated Itô integral with respect to a cylindrical Hilbert space valued Wiener process is introduced and the Wiener-Itô chaos expansion is obtained for a square Bochner integrable Hilbert space valued random variable. The expansion can serve a basis for developing the Hilbert space valued analog of Malliavin calculus of variations which can then be applied to the study of stochastic differential equations in Hilbert spaces and their solutions.
SN - 2356-7589
UR - https://doi.org/10.1155/2014/786854
DO - 10.1155/2014/786854
JF - Journal of Probability
PB - Hindawi Publishing Corporation
KW -
ER -