A sophisticated proof of the multiplication formula for multiple Wiener integrals
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.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.