ON AN INDEPENDENCE CRITERION FOR MULTIPLE WIENER INTEGRALS
成果类型：
Article
署名作者：
KALLENBERG, O
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176990436
发表日期：
1991
页码：
483-485
关键词：
摘要：
Ustunel and Zakai have recently obtained a necessary and sufficient condition for two multiple Wiener integrals with respect to the same Brownian motion to be independent. In the present note, the sufficiency of their condition is shown to be a simple consequence of the classical relationship between multiple Wiener integrals and Hermite polynomials. The original proofs use Malliavin calculus.