A sophisticated proof of the multiplication formula for multiple Wiener integrals

2014/11/18 by Ali Süleyman Üstünel, Üstünel, Ali Süleyman
Mathematics · #Algebraic and Geometric Analysis #FOS: Mathematics #Mathematical Analysis and Transform Methods #Probability (math.PR) #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1411.4877

openalex publication_date 2014/11/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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