| Abstrakt: |
In Chapter 1, we studied a number of properties of the Gaussian space of Brownian motion; this space may be seen as corresponding to the first level of complexity of variables which are measurable with respect to F∞O σ {Bs, s ≥ 0}, where (Bs, s ≥ 0) denotes Brownian motion. Indeed, recall that N. Wiener proved that every L2(F∞) variable X may be represented as: ]> where φn is a deterministic Borel function which satisfies: ]> . In this Chapter, we shall study the laws of some of the variables X which correspond to the second level of complexity, that is: which satisfy ]> , for n ≥ 3. [ABSTRACT FROM AUTHOR] |
