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arxiv: 1310.0254 · v1 · pith:AOOVO6GJnew · submitted 2013-10-01 · 🧮 math.PR

A chaotic decomposition for generalized stochastic processes with independent values

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keywords chaoticdecompositiongeneralizedindependentprocessesstochasticvaluescase
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We extend the result of Nualart and Schoutens on chaotic decomposition of the $L^2$-space of a L\'evy process to the case of a generalized stochastic processes with independent values.

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