Privault, NicolasSolé, Josep LluísVives i Santa Eulàlia, Josep, 1963-2012-04-102012-04-1020001350-7265https://hdl.handle.net/2445/23402We derive the chaotic expansion of the product of nth- and first-order multiple stochastic integrals with respect to certain normal martingales. This is done by application of the classical and quantum product formulae for multiple stochastic integrals. Our approach extends existing results on chaotic calculus for normal martingales and exhibits properties, relative to multiple stochastic integrals, polynomials and Wick products, that characterize the Wiener and Poisson processes.19 p.application/pdfeng(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2000Anàlisi estocàsticaMartingales (Matemàtica)Integrals estocàstiquesStochastic analysisMartingales (Mathematics)Stochastic integralsinfo:eu-repo/semantics/article560538info:eu-repo/semantics/openAccess