# On the density of some Wiener functionals: an application of Malliavin calculus.

Publicacions Matemàtiques (1992)

- Volume: 36, Issue: 2B, page 981-987
- ISSN: 0214-1493

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topSintes Blanc, Antoni. "On the density of some Wiener functionals: an application of Malliavin calculus.." Publicacions Matemàtiques 36.2B (1992): 981-987. <http://eudml.org/doc/41763>.

@article{SintesBlanc1992,

abstract = {Using a representation as an infinite linear combination of chi-square independent random variables, it is shown that some Wiener functionals, appearing in empirical characteristic process asymptotic theory, have densities which are tempered in the properly infinite case and exponentially decaying in the finite case.},

author = {Sintes Blanc, Antoni},

journal = {Publicacions Matemàtiques},

keywords = {multiple Itô-Wiener integrals; Fourier transform; Malliavin derivative; tempered distributions},

language = {eng},

number = {2B},

pages = {981-987},

title = {On the density of some Wiener functionals: an application of Malliavin calculus.},

url = {http://eudml.org/doc/41763},

volume = {36},

year = {1992},

}

TY - JOUR

AU - Sintes Blanc, Antoni

TI - On the density of some Wiener functionals: an application of Malliavin calculus.

JO - Publicacions Matemàtiques

PY - 1992

VL - 36

IS - 2B

SP - 981

EP - 987

AB - Using a representation as an infinite linear combination of chi-square independent random variables, it is shown that some Wiener functionals, appearing in empirical characteristic process asymptotic theory, have densities which are tempered in the properly infinite case and exponentially decaying in the finite case.

LA - eng

KW - multiple Itô-Wiener integrals; Fourier transform; Malliavin derivative; tempered distributions

UR - http://eudml.org/doc/41763

ER -

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