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Optimal Gaussian approximation for complex Wiener-Itô integrals

Chen, Huiping et al.
arXiv (All) · Papers
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probability
We study density regularity and optimal Gaussian approximation for complex multiple Wiener-Itô integrals. We first give a kernel criterion for absolute continuity and derive explicit formulas for the density and its derivatives, together with finite-order Sobolev estimates. Our main quantitative res
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