نتایج جستجو برای: wiener integrals
تعداد نتایج: 25134 فیلتر نتایج به سال:
Let Z be the Rosenblatt process with the representation Z t = ∫ t
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 ...
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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