On an independence criterion for multiple Wiener integrals (Q1176146): Difference between revisions
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| English | On an independence criterion for multiple Wiener integrals |
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On an independence criterion for multiple Wiener integrals (English)
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25 June 1992
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The sufficiency of a necessary and sufficient criterion of Üstünel and Zakai for the independence of multiple Wiener integrals is proved here without using the stochastic calculus of variations. Since the proof of the necessity was already elementary, an elementary proof of the criterion is complete.
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independence
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Hermite polynomial
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multiple Wiener integrals
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