STOCHASTIC CALCULUS WITH HERMITE TYPE PROCESSES

Abstract

Hermite type stochastic processes are the indespensable core resulting from the well – matched couple of Wiener stochastic process and Hermite polynomials. They will construct an orthogonal base of stochastic processses space. The paper emphatically looks at bona fide nature of Ito integral and stochastic differential equations compared with those of Hermite type stochastic processes.