Stable convergence of generalized \(L^{2}\) stochastic integrals and the principle of conditioning (Q2461976)

In the present paper the authors discuss a general version of the principle of conditioning (POC). They define also an Itô type stochastic integral with respect to real-valued and square integrable stochastic process \(X\), where \(X\) is indexed by the elements of real separable Hilbert space \(\hbar\), has independent increments and satisfies the isomorphic relation: \(E[X(f)X(g)]= (f,g)_{\hbar}\). The POC is applied to obtain stable convergence results for stochastic integrals. The above-mentioned results are used to prove general sufficient conditions for stable convergence of functionals of Gaussian processes towards mixtures of normal distributions and of quadratic Brownian functionals.