# Product Formula of Multiple Integrals of Levy Process

## TL;DR

This paper derives a product formula for multiple stochastic integrals with respect to Levy processes, utilizing exponential vectors and polarization to simplify the derivation.

## Contribution

It introduces a new product formula for multiple integrals of Levy processes using exponential vectors and polarization techniques.

## Key findings

- Simplifies the derivation of product formulas for Levy process integrals
- Provides a new mathematical tool for stochastic analysis of Levy processes
- Enhances understanding of the structure of multiple integrals in Levy processes

## Abstract

We derive a product formula for the multiple stochastic integrals with respect to Levy process. The idea is to use exponential vectors and the polarization technique which greatly simplify the argument.