{
  "id": "1908.01225",
  "version": "v1",
  "published": "2019-08-03T20:11:13.000Z",
  "updated": "2019-08-03T20:11:13.000Z",
  "title": "Product Formula of Multiple Integrals of Levy Process",
  "authors": [
    "Nishant Agrawal",
    "Yaozhong Hu",
    "Neha Sharma"
  ],
  "comment": "8 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-08-03T20:11:13.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "levy process",
      "product formula",
      "multiple integrals",
      "multiple stochastic integrals",
      "exponential vectors"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 8,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}