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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
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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

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Copyright © 2010 by the author(s).

This article is published with open access by Viet Nam National University, Ho Chi Minh City, Viet Nam. 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:

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