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dc.contributor.authorNualart, David
dc.contributor.authorTudor, Ciprian A.
dc.date.accessioned2018-11-13T19:37:40Z
dc.date.available2018-11-13T19:37:40Z
dc.date.issued2017
dc.identifier.citationNualart, D., & Tudor, C. A. (2017). The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals. The Annals of Probability, 45(1), 518-534.en_US
dc.identifier.urihttp://hdl.handle.net/1808/27319
dc.description.abstractThe aim of this paper is to show an estimate for the determinant of the covariance of a two-dimensional vector of multiple stochastic integrals of the same order in terms of a linear combination of the expectation of the determinant of its iterated Malliavin matrices. As an application, we show that the vector is not absolutely continuous if and only if its components are proportional.en_US
dc.publisherInstitute of Mathematical Statisticsen_US
dc.subjectMultiple stochastic integralsen_US
dc.subjectWiener chaosen_US
dc.subjectIterated Malliavin matrixen_US
dc.subjectCovariance matrixen_US
dc.subjectAbsolute continuityen_US
dc.titleThe determinant of the iterated Malliavin matrix and the density of a pair of multiple integralsen_US
dc.typeArticleen_US
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/15-AOP1015en_US
kusw.oaversionScholarly/refereed, publisher versionen_US
kusw.oapolicyThis item meets KU Open Access policy criteria.en_US
dc.rights.accessrightsopenAccessen_US


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