Geodesic
A local limit theorem for multiple Wiener–Itô stochastic integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 2, pp. 423-430 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper proves that under sufficiently natural conditions distributions of double Wiener–Itô stochastic integrals have bounded densities, which converge in the uniform metric to the density of limit distribution.
Mots-clés : double Wiener–Itô
Keywords: stochastic integrals, strong convergence, local limit theorem. 
@article{TVP_1995_40_2_a14,
     author = {Yu. A. Davydov and R. R. Manukyan},
     title = {A local limit theorem for multiple {Wiener{\textendash}It\^o} stochastic integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {423--430},
     year = {1995},
     volume = {40},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_2_a14/}
}
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Yu. A. Davydov; R. R. Manukyan. A local limit theorem for multiple Wiener–Itô stochastic integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 2, pp. 423-430. http://geodesic.mathdoc.fr/item/TVP_1995_40_2_a14/