@Article{Boutabia2013,
author = "Boutabia, Hacène and Grabsia, Imen",
title = "Chaotic expansion in the G-expectation space",
journal = "Opuscula Math.",
year = "2013",
volume = "33",
number = "4",
pages = "647--666",
doi = "http://dx.doi.org/10.7494/OpMath.2013.33.4.647",
url = "http://dx.doi.org/10.7494/OpMath.2013.33.4.647",
abstract = "In this paper, we are motivated by uncertainty problems in volatility. We prove the equivalent theorem of Wiener chaos with respect to \(G\)-Brownian motion in the framework of a sublinear expectation space. Moreover, we establish some relationship between Hermite polynomials and \(G\)-stochastic multiple integrals. An equivalent of the orthogonality of Wiener chaos was found.",
keywords = "\(G\)-expectation, \(G\)-Brownian motion, \(G\)-multiple integrals, Hermite polynomials, \(G\)-Wiener chaos",
issn = "1232-9274"
}