A limit theorem for symmetric statistics of Brownian particles
From MaRDI portal
Publication:1807261
DOI10.1016/S0304-4149(98)00041-6zbMath0934.60050OpenAlexW2013586983MaRDI QIDQ1807261
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00041-6
\(U\)-statisticsspace-time white noisemultiple stochastic integralsmartingale measuresBrownian density process
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)
Cites Work
- Limit theorems for \(U\)-processes
- Symmetric statistics, Poisson point processes, and multiple Wiener integrals
- Asymptotic distribution of symmetric statistics
- Weak limit theorems for stochastic integrals and stochastic differential equations
- Multiple integration with respect to Poisson and Lévy processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item