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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 2, Pages 423–430 (Mi tvp3488)  
Short Communications

A local limit theorem for multiple Wiener–Itô stochastic integrals

Yu. A. Davydova, R. R. Manukyan

a Saint-Petersburg State University
Full-text PDF (1222 kB)
Abstract: The paper proves that under sufficiently natural conditions distributions of double Wiener–Itô stochastic integrals have bounded densities, which converge in the uniform metric to the density of limit distribution.
Keywords: double Wiener–Itô, stochastic integrals, strong convergence, local limit theorem.
Received: 25.02.1992
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 2, Pages 354–361
DOI: https://doi.org/10.1137/1140037
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. A. Davydov, R. R. Manukyan, “A local limit theorem for multiple Wiener–Itô stochastic integrals”, Teor. Veroyatnost. i Primenen., 40:2 (1995), 423–430; Theory Probab. Appl., 40:2 (1995), 354–361
Citation in format AMSBIB
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\paper A local limit theorem for multiple Wiener--It\^o stochastic integrals
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\issue 2
\pages 423--430
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\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 2
\pages 354--361
\crossref{https://doi.org/10.1137/1140037}
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