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arXiv:1908.01225 [math.PR]AbstractReferencesReviewsResources

Product Formula of Multiple Integrals of Levy Process

Nishant Agrawal, Yaozhong Hu, Neha Sharma

Published 2019-08-03Version 1

We derive a product formula for the multiple stochastic integrals with respect to Levy process. The idea is to use exponential vectors and the polarization technique which greatly simplify the argument.

Comments: 8 pages
Categories: math.PR
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