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Multiple Wiener integral as Witt polynomial of Brownian motion

I know that if i have a Brownian motion $W_t$ the multiple Wiener integral $\int_0^t \int_0^{\xi_1}...\int_0^{\xi_n} dW_{\xi_1}...dW_{\xi_n}$ can be expressed as $H_n(\int_0^t dW_s)$ where $H_n$ is ...
Marco's user avatar
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Multiple Wiener-Ito integral distribution

Distribution of standard Ito integral is well known: $$I_1(f) = \int_0^T f(t)dB(t) \sim \mathcal{N}\bigg(0, \int_0^T f^2(t)dt\bigg).$$ Is it possible to find the distribution of multiple Wiener-Ito ...
Aleksandr Samarin's user avatar