Browsing by Subject "Hermite polynomials"
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Item type:Article, Access status: Open Access , Chaotic expansion in the G-expectation space(2013) Boutabia, Hacѐne; Grabsia, ImenIn 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.Item type:Thesis, Access status: Restricted , Przykłady klasycznych wielomianów jako układów ortogonalnych w przestrzeniach funkcyjnych(Data obrony: 2016-04-28) Starzycka, Agata
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