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- W2963898618 abstract "The aim of this paper is to show an estimate for the determinant of the covariance of a two-dimensional vector of multiple stochastic integrals of the same order in terms of a linear combination of the expectation of the determinant of its iterated Malliavin matrices. As an application, we show that the vector is not absolutely continuous if and only if its components are proportional." @default.
- W2963898618 created "2019-07-30" @default.
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- W2963898618 date "2017-01-01" @default.
- W2963898618 modified "2023-09-30" @default.
- W2963898618 title "The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals" @default.
- W2963898618 doi "https://doi.org/10.1214/15-aop1015" @default.
- W2963898618 hasPublicationYear "2017" @default.
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