The exponential space of an L2-stochastic process with independent increments

Victor Pérez-Abreu

Statistics & Probability Letters, 1988, vol. 6, issue 6, 413-417

Abstract: In this note we study the Fock or Exponential space associated to a general L2-stochastic process with independent increments without using multiple Wiener integrals.

Keywords: homogeneous; chaos; Fock; space; multiple; stochastic; integral; exponential; space; Lévy-Ito; decomposition (search for similar items in EconPapers)
Date: 1988
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