迭代Malliavin矩阵的行列式与一对多重积分的稠密性
The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals
摘要：
本文的目的是给出二维多个同阶随机积分向量的协方差的行列式的估计，它是关于其迭代Malliavin矩阵的行列式的期望的线性组合.作为一个应用，我们证明了向量是绝对连续的当且仅当它的分量是成比例的。
英文摘要：
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 absolutely continuous if and only if its components are proportional.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
