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A new proof of the expansion of iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Kuznetsov, Dmitriy F.
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Probability
Accesso online:	Acceder al recurso
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