TY  - JOUR
ID  - Boutabia2013
LB  - Boutabia2013
AU  - Boutabia, Hacène
AU  - Grabsia, Imen
TI  - Chaotic expansion in the G-expectation space
ST  - Chaotic expansion in the G-expectation space
JO  - Opuscula Math.
JA  - Opuscula Math.
JF  - Opuscula Mathematica
PY  - 2013
VL  - 33
IS  - 4
SP  - 647
EP  - 666
DO  - http://dx.doi.org/10.7494/OpMath.2013.33.4.647
UR  - http://dx.doi.org/10.7494/OpMath.2013.33.4.647
AB  - 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.
KW  - \(G\)-expectation
KW  - \(G\)-Brownian motion
KW  - \(G\)-multiple integrals
KW  - Hermite polynomials
KW  - \(G\)-Wiener chaos
SN  - 1232-9274
ER  -