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Browsing by Subject "G-multiple integrals"

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    Item type:Article, Access status: Open Access ,
    Chaotic expansion in the G-expectation space
    (2013) Boutabia, Hacѐne; Grabsia, Imen
    In this paper, we are motivated by uncertainty problems in volatility. We prove the equivalent theorem of Wiener chaos with respect to $G$-Brownian motion in the framework of a sublinear expectation space. Moreover, we establish some relationship between Hermite polynomials and $G$-stochastic multiple integrals. An equivalent of the orthogonality of Wiener chaos was found.