A Wick functional limit theorem

MaRDI QIDQ4980022zbMATH OpenFDO

Authors Peter Parczewski

Publication date 20 June 2014

Full work available at URL http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=34.1&nrA=8&ppB=127&ppE=145

zbMATH Keywords

central limit theoremdiscrete Wick calculusgeneralized Hermite polynomialsweak convergenceWick calculusWiener integral

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(7)

• Optimal approximation of Skorohod integrals
• Solutions of a disease model with fractional white noise
• Donsker-type theorems for correlated geometric fractional Brownian motions and related processes
• Central Limit Theorems for Sums of Wick Products of Stationary Sequences
• On the connection between discrete and continuous Wick calculus with an application to the fractional Black-Scholes model
• Optimal pointwise approximation of anticipating SDEs
• Wick powers in stochastic PDEs: an introduction

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