On Distributions of Multiple Wiener–ITô Integrals

DOI10.1137/1135003zbMath0724.60056OpenAlexW1967256043MaRDI QIDQ3212069

Yu. A. Davydov

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135003

zbMATH Keywords

absolute continuitymultiple integralsdistributions of multiple integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) Continuity and singularity of induced measures (60G30)

Related Items (9)

Convergence in variation of the joint laws of multiple Wiener-Itô integrals ⋮ Gaussian measures on linear spaces ⋮ On distance in total variation between image measures ⋮ Hausdorff and packing dimensions of the images of random fields ⋮ On the rate of convergence to Rosenblatt-type distribution ⋮ Absolute continuity of joint laws of multiple stable stochastic integrals ⋮ On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema ⋮ Differentiable measures and the Malliavin calculus ⋮ Absolute continuity of joint laws of multiple stable integrals

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