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arxiv: 1412.1877 · v2 · pith:5ZP5LPSCnew · submitted 2014-12-05 · 🧮 math.PR

Product Formula, Independence and Asymptotic Moment-Independence for Complex Multiple Wiener-Ito Integrals

classification 🧮 math.PR
keywords complexcriterionintegralsmultiplewiener-itoasymptoticformulaproduct
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We present the product formula for complex multiple Wiener-Ito integrals. As applications, we show the Ustunel-Zakai independent criterion, the Nourdin-Rosinski asymptotic moment-independent criterion and joint convergence criterion for complex multiple Wiener-Ito integrals.

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