A CHAOTIC DECOMPOSITION FOR GENERALIZED STOCHASTIC
PROCESSES WITH INDEPENDENT VALUES
Suman Das
Eugene Lytvynov
Abstract: We extend the result of Nualart and Schoutens on chaotic decomposition of the
-space of a Lévy process to the case of a generalized stochastic processes with
independent values.
2000 AMS Mathematics Subject Classification: Primary: 60H05, 60H40; Secondary:
60B05. Sym R
Keywords and phrases: Chaotic decomposition, generalized stochastic process, Lévy
process.