Chaos expansion of GRPs on fractional white noise space


Tijana Levajković, Dora Seleši




We consider chaos expansion in generalized random variable spaces $\exp(\mathcal S)_{\rho,H}$ and $\exp(\mathcal S)_{-\rho,H}$ based on fractional white noise space, which correspond to the ones studied in [6]. Generalized stochastic processes with values in these spaces are proven to have a series expansion, and different Wick products are discussed.