Convergence in variation of the joint laws of multiple Wiener-Itô integrals

DOI10.1016/j.spl.2006.04.049zbMath1105.60033OpenAlexW2132591611MaRDI QIDQ850203

Jean-Christophe Breton

Publication date: 15 November 2006

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.049

zbMATH Keywords

superstructure method

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (4)

High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices ⋮ On convergence in variation of weakly convergent multidimensional distributions ⋮ Distributions of polynomials in Gaussian random variables under constraints on the powers of variables ⋮ Distributions of second order polynomials in Gaussian random variables

Cites Work

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• Derivatives of Wiener functionals and absolute continuity of induced measures
• On the rate of strong convergence for convolutions
• Convergence in variation of the laws of multiple stable integrals.
• Absolute continuity of joint laws of multiple stable stochastic integrals
• Multiple stable stochastic integrals: Series representation and absolute continuity of their law
• On Distributions of Multiple Wiener–ITô Integrals
• A Tool in Establishing Total Variation Convergence
• On the convergence in variation for the images of measures under differentiable mappings

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