Product Formula, Independence and Asymptotic Moment-Independence for Complex Multiple Wiener-Ito Integrals
arXiv:1412.1877
Abstract
We present the product formula for complex multiple Wiener-Ito integrals. As applications, we show the Ustunel-Zakai independent criterion, the Nourdin-Rosinski asymptotic moment-independent criterion and joint convergence criterion for complex multiple Wiener-Ito integrals.
13 pages