Exact asymptotic expression for the density of multiple stochastic integrals

MaRDI QIDQ2366376zbMATH OpenFDO

Authors E. I. Ostrovskij, Eugeny Ostrovsky

Publication date 29 June 1993

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

density of multiple stochastic integralsexact asymptotic expressionGaussian orthogonal stochastic measureorthogonal symmetry condition

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic integrals (60H05)

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Cited in

(2)

• On relation between one multiple and a corresponding one-dimensional integral with applications
• The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals

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