On the orthogonal expansion of iterated Stratonovich stochastic integrals
Fuente:
arXiv
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| Formato: | Preprint |
| Publicado: |
2025
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| _version_ | 1866909902526480384 |
|---|---|
| author | Rybakov, Konstantin A. |
| author_facet | Rybakov, Konstantin A. |
| contents | We consider a class of functions for which the multiple Stratonovich stochastic integral or equivalent iterated Stratonovich stochastic integral with square integrable weights is defined by the orthogonal expansion. The equality of the trace of expansion coefficients matrix for these functions and the corresponding integral trace is established. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_11474 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the orthogonal expansion of iterated Stratonovich stochastic integrals Rybakov, Konstantin A. Probability Functional Analysis 47B10, 60H35 G.3 We consider a class of functions for which the multiple Stratonovich stochastic integral or equivalent iterated Stratonovich stochastic integral with square integrable weights is defined by the orthogonal expansion. The equality of the trace of expansion coefficients matrix for these functions and the corresponding integral trace is established. |
| title | On the orthogonal expansion of iterated Stratonovich stochastic integrals |
| topic | Probability Functional Analysis 47B10, 60H35 G.3 |
| url | https://arxiv.org/abs/2511.11474 |