ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D’-VALUED NONLINEAR RANDOM FUNCTIONALS

(整期优先)网络出版时间:1993-02-12
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Inthispaper,themultiplestochasticintegralwithrespecttoaWienerD’-processisdefined.AndalsoitisshownthatforaD’-valuednonlinearrandomfunctionalthereexistsasequenceofmultipleintegralkernelssuchthatthenonlinearfunctionalcanbeexpandedbyseriesofmultipleWienerintegralsoftheintegralkernelswithrespecttotheWienerD’-process.