Cumulant operators and moments of the Itô and Skorohod integrals-Reference-Cited by-同舟云学术

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Cumulant operators and moments of the Itô and Skorohod integrals

Published:2013-05 Issue:9-10 Volume:351 Page:397-400
ISSN:1631-073X
Container-title:Comptes Rendus Mathematique
language:en
Short-container-title:Comptes Rendus Mathematique

Author:

Privault Nicolas

Publisher

Elsevier BV

Subject

General Mathematics

Reference12 articles.

1. On a formula for the product-moment coefficient of any order of a normal frequency distribution in any number of variables;Isserlis;Biometrika,1918

2. Applications of Faà di Brunoʼs formula in mathematical statistics;Lukacs;Am. Math. Mon.,1955

3. Cumulants on the Wiener space;Nourdin;J. Funct. Anal.,2010

4. The Malliavin Calculus and Related Topics;Nualart,2006

5. Wiener Chaos: Moments, Cumulants and Diagrams: A Survey with Computer Implementation;Peccati,2011

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Conditional Stein approximation for Itô and Skorohod integrals;Statistics & Probability Letters;2017-09

2. Conditionally Gaussian stochastic integrals;Comptes Rendus Mathematique;2015-12

3. Stein approximation for Itô and Skorohod integrals by Edgeworth type expansions;Electronic Communications in Probability;2015-01-01

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