A note on the Moment of Complex Wiener-Ito Integrals
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Publication:6288044
arXiv1706.06032MaRDI QIDQ6288044FDOQ6288044
Publication date: 19 June 2017
Abstract: For a sequence of complex Wiener-Ito multiple integrals, the equivalence between the convergence of the symmetrized contraction norms and that of the non-symmetrized contraction norms is shown directly by means of a new version of complex Mallivian calculus using the Wirtinger derivatives of complex-valued functions.
Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05)
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