Wiener functionals of second order and their Lévy measures

DOI10.1214/EJP.v7-113zbMath1007.60084OpenAlexW1998898940MaRDI QIDQ1858659

Hiroyuki Matsumoto, Setsuo Taniguchi

Publication date: 13 February 2003

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122460

zbMATH Keywords

Mellin transformLévy measureexponential decayWiener functional of second order

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Brownian motion (60J65)

Related Items (5)

Dimension free and infinite variance tail estimates on Poisson space ⋮ Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators ⋮ A white noise approach to stochastic integration with respect to the Rosenblatt process ⋮ The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons ⋮ On quadratic functionals of the Brownian sheet and related processes

This page was built for publication: Wiener functionals of second order and their Lévy measures