Some properties of multiple Ito integrals

DOI10.1007/BF00973078zbMath0479.60060MaRDI QIDQ1162063

A. Plikusas

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

rate of convergencecentral limit theoremexponential inequalitiesmultiple Ito integrals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Stochastic integrals (60H05)

Related Items (5)

Decoupled double stochastic fractional integrals ⋮ Confidence intervals in adaptive estimation. ⋮ The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals ⋮ Asymptotic distribution of spectral estimates of Ito-Wiener integrals ⋮ CLT and other limit theorems for functionals of Gaussian processes

Cites Work

• A general lemma on probabilities of large deviations
• Multiple Wiener integral
• Non-central limit theorems for non-linear functional of Gaussian fields
• On large deviations
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