Corpus ID: 119652930

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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