Find the Wiener-It chaos decomposition for the following random variables ( (T>0) is fixed): a) (sinh left(B_{T}ight))
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Find the Wiener-Itô chaos decomposition for the following random variables ( \(T>0\) is fixed):
a) \(\sinh \left(B_{T}ight)\)
b) \(\cosh \left(B_{T}ight)\).
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Related Book For
Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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