کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154265 958378 2006 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Convergence in variation of the joint laws of multiple Wiener–Itô integrals
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Convergence in variation of the joint laws of multiple Wiener–Itô integrals
چکیده انگلیسی

The convergence in variation of the laws of multiple Wiener–Itô integrals with respect to their kernel has been studied by Davydov and Martynova in [1987. Limit behavior of multiple stochastic integral. Statistics and Control of Random Process (Preila, 1987), Nauka, Moscow, pp. 55–57 (in Russian)]. Here, we generalize this convergence for the joint laws of multiple Wiener–Itô integrals. In this case, the argument relies on superstructure method which consists in studying related functionals along admissible directions for a Gaussian process.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 76, Issue 17, 1 November 2006, Pages 1904–1913
نویسندگان
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