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

Yong Chen

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

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arxiv 1412.1877 v2 pith:5ZP5LPSC submitted 2014-12-05 math.PR

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

Yong Chen This is my paper

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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.

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

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