On the fourth moment theorem for complex multiple Wiener–Itô integrals
DOI10.1142/S0219025717500059zbMath1361.60015arXiv1408.1817OpenAlexW3099751065MaRDI QIDQ2974265
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Publication date: 6 April 2017
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.1817
central limit theoremmultiple Wiener-Itô integralsfourth moment theoremcomplex Hermite polynomialsWiener-Itô chaos decompositioncomplex Gaussian isonormal process
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (5)
Cites Work
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