# Wiener integrals with respect to Yeh processes

## TL;DR

This paper introduces Wiener integrals for Yeh processes, explores their properties, and provides series expansions and representations, advancing the understanding of stochastic integration with these processes.

## Contribution

It defines Wiener integrals with respect to Yeh processes, establishes their martingale properties, and offers series expansions and representations unique to Yeh processes.

## Key findings

- Wiener integrals with respect to Yeh processes are well-defined.
- The associated processes exhibit martingale properties.
- Series expansions and representations of Yeh processes are derived.

## Abstract

We define Wiener integrals with respect to Yeh processes and study their properties. In particular, we obtain the martingale property of the associated stochastic processes and give a series expansion of Wiener integrals with respect to centered Yeh process. Moreover, we derive a representation of an Yeh process in terms of a random series.