Abstract
There is a natural analogue of the diagram formula for the products of Wiener–Itô integrals both for the products of multiple integrals with respect to normalized empirical measures and for the products of degenerate U-statistics. These two results are closely related. In this work the diagram formula for the products of degenerate U-statistics is discussed in detail.
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References
P. Major, An estimate about multiple stochastic integrals with respect to a normalized empirical measure. Stud. Scientarum Mathematicarum Hung. 42(3), 295–341 (2005)
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Major, P. (2013). The Diagram Formula for Products of Degenerate U-Statistics. In: On the Estimation of Multiple Random Integrals and U-Statistics. Lecture Notes in Mathematics, vol 2079. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37617-7_11
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DOI: https://doi.org/10.1007/978-3-642-37617-7_11
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Publisher Name: Springer, Berlin, Heidelberg
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Online ISBN: 978-3-642-37617-7
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