Séminaire MODAL'X : Gaspard Gomez (DMA)

Résumé : Polynomial chaos expansions provide a natural way to describe random variables measurable with respect to a white noise  through (possibly infinite) sums of multiple stochastic integrals. While the Gaussian setting is by now well understood, much less is known when $\zeta$ is a non-Gaussian stable white noise. In this talk, I will present recent results on the moments of such polynomial chaoses, as well as sufficient conditions ensuring the convergence of discrete systems to a polynomial chaos limit.