Convergence in variation of the joint laws of multiple Wiener–Itô integrals
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference11 articles.
1. On the convergence in variation for the images of measures under differentiable mappings;Alexandrova;C.R. Acad. Sci. Paris, Sér. I,1999
2. Multiple stable stochastic integrals: series representation and absolute continuity of their law;Breton;J. Theoret. Probab.,2002
3. Convergence in variation of the laws of multiple stable integrals;Breton;C.R. Acad. Sci. Paris, Sér. I,2004
4. Absolute continuity of joint laws of multiple satble stochastic integrals;Breton;J. Theoret. Probab.,2005
5. On distributions of multiple Wiener–Itô integrals;Davydov;Theory Probab. Appl.,1991
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