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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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Bibliographische Detailangaben
1. Verfasser:	Kuznetsov, Dmitriy F.
Format:	Preprint
Veröffentlicht:	2023
Schlagworte:	Probability
Online-Zugang:	Acceder al recurso
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