Convergence in variation of the joint laws of multiple Wiener-Itô integrals
From MaRDI portal
Publication:850203
DOI10.1016/j.spl.2006.04.049zbMath1105.60033MaRDI QIDQ850203
Publication date: 15 November 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.049
60F15: Strong limit theorems
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
Cites Work
- Unnamed Item
- Unnamed Item
- Derivatives of Wiener functionals and absolute continuity of induced measures
- On the rate of strong convergence for convolutions
- Convergence in variation of the laws of multiple stable integrals.
- Absolute continuity of joint laws of multiple stable stochastic integrals
- Multiple stable stochastic integrals: Series representation and absolute continuity of their law
- On Distributions of Multiple Wiener–ITô Integrals
- A Tool in Establishing Total Variation Convergence
- On the convergence in variation for the images of measures under differentiable mappings