From Gaussian measures to isonormal Gaussian processes

  • Giovanni Peccati
  • Murad S. Taqqu
Part of the Bocconi & Springer Series book series (BS, volume 1)


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.


Hilbert Space Orthonormal Basis Fractional Brownian Motion Real Hilbert Space Gaussian Measure 
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Copyright information

© Springer-Verlag Italia 2011

Authors and Affiliations

  • Giovanni Peccati
    • 1
  • Murad S. Taqqu
    • 2
  1. 1.Mathematics Research UnitUniversity of LuxembourgLuxembourg
  2. 2.Department of Mathematics and StatisticsBoston UniversityBoston

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