摘要
In this paper, the multiple stochastic integral with respect to a Wiener D'-process is defined. And also it is shown that for a D'-valued nonlinear random functional there exists a sequence of multiple integral kernels such that the nonlinear functional can be expanded by series of multiple Wiener integrals of the integral kernels with respect to the Wiener D'-process.
In this paper, the multiple stochastic integral with respect to a Wiener D'-process is defined. And also it is shown that for a D'-valued nonlinear random functional there exists a sequence of multiple integral kernels such that the nonlinear functional can be expanded by series of multiple Wiener integrals of the integral kernels with respect to the Wiener D'-process.
