Generalized multiple Wiener integrals
Generalized multiple Wiener integrals
1. Introduction.The analysis of nonlinear functionals of Brownian motion (B($)), which we call simply Brownian functionals, can be expressed in terms of white noise {/(t)), B(t)--dB(t)/dt.We are specifically interested in the so-called causal calculus where the propagation of time is taken into account.Intuitively speaking, may be taken to be a …