Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes Full article

Journal	Siberian Advances in Mathematics ISSN: 1055-1344 , E-ISSN: 1934-8126
Output data	Year: 2016, Volume: 26, Number: 1, Pages: 1-16 Pages count : 16 DOI: 10.3103/s1055134416010016
Tags	expansion of stochastic process; Hu–Meyer formula; multiple stochastic integral; multiple Wiener–Itô integral; orthogonal series
Authors	Borisov I.S. 1,2 , Khrushchev S.E. 2
Affiliations	1 Sobolev Institute of Mathematics 2 Novosibirsk State University