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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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Article Details
Issue: Vol 13 No 3 (2010)
Page No.: 13-18
Published: Sep 30, 2010
Section: Natural Sciences - Research article
DOI: https://doi.org/10.32508/stdj.v13i3.2149
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Copyright: The Authors. This is an open access article distributed under the terms of the Creative Commons Attribution License CC-BY 4.0., which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
How to Cite
Duong, D., & Duong, H. (2010). ITÔ – HERMITE RANDOM PROCESS. Science and Technology Development Journal, 13(3), 13-18. https://doi.org/https://doi.org/10.32508/stdj.v13i3.2149
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