The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals (Q2866837)
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scientific article; zbMATH DE number 6236561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals |
scientific article; zbMATH DE number 6236561 |
Statements
9 December 2013
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multiple stochastic integrals
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Wiener chaos
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Malliavin matrix
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covariance matrix
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existence of density
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math.PR
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The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals (English)
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