A note on the Moment of Complex Wiener-Ito Integrals

Abstract

For a sequence of complex Wiener-Ito multiple integrals, the equivalence between the convergence of the symmetrized contraction norms and that of the non-symmetrized contraction norms is shown directly by means of a new version of complex Mallivian calculus using the Wirtinger derivatives of complex-valued functions.

8 pages

References in corpus (2)

• Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise
• Notes on the two-dimensional fractional Brownian motion