An estimate about multiple stochastic integrals with respect to a normalized empirical measure

DOI10.1556/SSCMATH.42.2005.3.4zbMath1098.60028arXivmath/0310323MaRDI QIDQ5478022

Péter Major

Publication date: 5 October 2006

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0310323

zbMATH Keywords

degenerate \(U\)-statisticsWiener-Itô integralsmultiple random integralsdiagram formula for product of multiple random integrals

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) Stochastic integrals (60H05)

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