Accession Number : ADA186015

Title :   Remark on the Multiple Wiener Integral.

Descriptive Note : Technical rept. Sep 85-Sep 86,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Brigola, R

PDF Url : ADA186015

Report Date : Mar 1987

Pagination or Media Count : 10

Abstract : A short proof is given for Ito's result that the multiple Wiener integral can be written as an iterated stochastic integral, using the martingale property of Brownian motion and a simple property of symmetric tensor products of the L squared - space. (Author)

Descriptors :   *BROWNIAN MOTION, *STOCHASTIC PROCESSES, SYMMETRY, TENSORS, ITERATIONS, FUNCTIONAL ANALYSIS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE