نتایج جستجو برای: wiener integrals

تعداد نتایج: 25134  

Journal: :Bulletin of the American Mathematical Society 1949

Journal: :Stochastic Processes and their Applications 2007

Journal: :Infinite Dimensional Analysis, Quantum Probability and Related Topics 2017

2015
Litan Yan Yumiao Li Di Wu

Let Z be the Rosenblatt process with the representation Z t = ∫ t

2012
Todd Kemp Ivan Nourdin Giovanni Peccati Roland Speicher IVAN NOURDIN GIOVANNI PECCATI

We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if the corresponding sequence of fourth moments converges to 2, the fourth moment of the semicircular law. This extends to the free probabilistic setting some recent results by Nualart and Peccati on characterizations of ...

Journal: :Journal of The Mathematical Society of Japan 2021

We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition motions general infinite-dimensional nilpotent Lie groups based spaces. then prove that Cameron–Martin type quasi-invariance result holds associated heat kernel measures in non-degenerate case, and give estimates Radon–Nikodym derivative. also log Sob...

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