# New Representation of Levy Stochastic Area, Based on Legendre polynomials

@article{Kuznetsov2018NewRO, title={New Representation of Levy Stochastic Area, Based on Legendre polynomials}, author={D. Kuznetsov}, journal={arXiv: Probability}, year={2018} }

The article is devoted to obtainment a new representation of Levy stochastic area, based on Legengre polynomials. We use expansion of multiple Ito stochastic integrals, based on multiple Fourier-Legendre series converging in the mean. The mentioned new representation of Levy stochastic area has more simple form in comparison with the classical representation of Levy stochastic area.

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New Simple Method of Expansion of Iterated Ito Stochastic integrals of Multiplicity 2 Based on Expansion of the Brownian Motion Using Legendre Polynomials and Trigonometric Functions.

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- 2020

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