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We now return to the Gaussian framework and start this chapter by relating multiple stochastic integrals to Hermite polynomials and prove a corresponding chaotic decomposition. We then generalize our setup, by replacing Gaussian measures by isonormal Gaussian processes.
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© 2011 Springer-Verlag Italia
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Peccati, G., Taqqu, M.S. (2011). From Gaussian measures to isonormal Gaussian processes. In: Wiener Chaos: Moments, Cumulants and Diagrams. Bocconi & Springer Series, vol 1. Springer, Milano. https://doi.org/10.1007/978-88-470-1679-8_8
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DOI: https://doi.org/10.1007/978-88-470-1679-8_8
Publisher Name: Springer, Milano
Print ISBN: 978-88-470-1678-1
Online ISBN: 978-88-470-1679-8
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