Wavelet representations for stochastic processes defined by multiple Wiener-Itô integrals

Unpublished conference/Abstract (Scientific congresses and symposiums)

Loosveldt, Laurent

2023 • Young Scholar Day of the Belgian Mathematical Society

Editorial reviewed

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https://hdl.handle.net/2268/320138

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Keywords :

hermite processes; wavelet expansion; wiener chaos

Disciplines :

Mathematics

Author, co-author :

Loosveldt, Laurent ; Université de Liège - ULiège > Département de mathématique > Probabilités - Analyse stochastique

Language :

English

Title :

Wavelet representations for stochastic processes defined by multiple Wiener-Itô integrals

Publication date :

20 December 2023

Event name :

Young Scholar Day of the Belgian Mathematical Society

Event date :

20 décembre 2023

By request :

Yes

Peer reviewed :

Editorial reviewed

Available on ORBi :

since 28 June 2024

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