A sophisticated proof of the multiplication formula for multiple Wiener integrals

Ali Süleyman Üstünel

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arXiv · 1411.4877

A sophisticated proof of the multiplication formula for multiple Wiener integrals

Ali Süleyman Üstünel

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Abstract

We prove that the formula which gives the Wiener chaos decomposition of the multiplication of two multiple Wiener integrals with symmetric kernels is a straightforward application of the Leibniz' formula.

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Ali Süleyman Üstünel. 2014-11-18. A sophisticated proof of the multiplication formula for multiple Wiener integrals. https://arxiv.org/abs/1411.4877

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