Abstract
In this work we construct product stochastic measures using symmetric tensor products in appropriate Hilbert spaces and then construct multiple Wiener-Itô integrals using the vector valued measure approach. A clear relationship between the theories of L 2 -multiple stochastic integrals and vector valued measures is established. This approach yields, as special cases, the multiple stochastic integrals of Itô Surgailis, Ogura, and Fox and Taqqu, among others
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.