Panyu Wu
Published 2010-12-02Version 1
In this paper, motivated by mathematic finance we introduce the multiple G-It\^{o} integral in the G-expectation space, then investigate how to calculate. We get the the relationship between Hermite polynomials and multiple G-It\^{o} integrals which is a natural extension of the classical result obtained by It\^{o} in 1951.
Dynamic ASEP, duality and continuous $q^{-1}$-Hermite polynomials
An estimate for $β$-Hermite ensembles via the zeros of Hermite polynomials
On the fourth moment theorem for the complex multiple Wiener-Itô integrals
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