Chapters 1 and 2 were devoted to the study of some properties of variables in the first and second Wiener chaos. In the present Chapter, we are studying variables which are definitely at a much higher level of complexity in the Wiener chaos decomposition; in fact, they have infinitely many Wiener chaos components.
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© 2008 Springer-Verlag Berlin Heidelberg
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(2008). Squares of Bessel processes and Ray-Knight theorems for Brownian local times. In: Aspects of Brownian Motion. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-49966-4_3
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DOI: https://doi.org/10.1007/978-3-540-49966-4_3
Publisher Name: Springer, Berlin, Heidelberg
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