Product formula and independence criterion for multiple Huang-Cambanis integrals

DOI10.1016/j.spl.2006.01.003zbMath1113.60039OpenAlexW1984290848MaRDI QIDQ2494881

S. Chivoret, Anna Amirdjanova

Publication date: 30 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.01.003

zbMATH Keywords

independencefractional Brownian motionGaussian processmultiple stochastic integralproduct formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

Cites Work

• On independence and conditioning on Wiener space
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Stochastic and multiple Wiener integrals for Gaussian processes
• Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
• Multiple fractional integrals
• Chaos decomposition of multiple fractional integrals and applications
• Stochastic Calculus for Fractional Brownian Motion I. Theory
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