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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