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

@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 -