Hi there,

I want to calculate:
\mathbb{E}(J1* J10* J10 *J110)
where
J1=\int 1 dW,
J10=\int\int 1 dW dt,
J110= \int \int \int 1 dW dW dt
are multiple Stratonovich Integrals over the interval [t0,T], h:=T-t0, W is Brownian motion/ Wiener process (same notation like Kloeden and Platen use in Numerical Solution of SDEs).
J1*J110=3*J1110+J1101 (Preposition 5.2.10 in kloeden and Platen), but that leaves me with:
\mathbb{E}(J10* J10 *(3*J1110+J1101)).

I know how to change the stratonovich integrals into Ito integrals. And I know how to calculate the expected value of the product of 2 Ito integrals. But how can I calculate the expected value of the product of more than 2 ito Integrals? Or do you have another idea about calculating the expected value of \mathbb{E}(J10* J10 *(3*J1110+J1101))?

Thak you sooooooo much.