Viet Nam National University Ho Chi Minh City Logo

VNUHCM Journal of

Science and Technology Development

An official journal of Viet Nam National University Ho Chi Minh City, Viet Nam since 1997

ISSN: 1859-0128
Register Login
Natural Sciences - Research article Open Access Logo

ITÔ – HERMITE RANDOM PROCESS

Dam Ton Duong 1, *
Hao Ngoc Duong 1

  1. University of Information Technology, VNU-HCM
Correspondence to: Dam Ton Duong, University of Information Technology, VNU-HCM. Email: pvphuc@hcmuns.edu.vn.
Volume & Issue: Vol. 13 No. 3 (2010) | Page No.: 13-18 | DOI: 10.32508/stdj.v13i3.2149
Published: 2010-09-30

Online metrics

Statistics from the website

  • Abstract Views: 2230
  • Galley Views: 926

Statistics from Dimensions

Statistics from PlumX
Copyright © 2010 by the author(s).

Copyright The Author(s) 2023. This article is published with open access by Vietnam National University, Ho Chi Minh city, Vietnam. This article is distributed under the terms of the Creative Commons Attribution License (CC-BY 4.0) which permits any use, distribution, and reproduction in any medium, provided the original author(s) and the source are credited. 

Abstract

In this paper, we study some properties of Itô-Hermite random process which are necessary to study Malliavin calculus. Main results are in the following theorems:

Comments