Limit theorems for multiple stochastic integrals

MaRDI QIDQ3623890zbMATH OpenFDO

Authors Giovanni Peccati, Murad S. Taqqu

Publication date 27 April 2009

zbMATH Keywords

weak convergencemultiple stochastic integralsstable convergenceindependently scattered measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Central limit and other weak theorems (60F05) Stochastic integrals (60H05)

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Cited in

(22)

• scientific article; zbMATH DE number 1067029 (Why is no real title available?)
• Central limit theorems for double Poisson integrals
• On the Henstock-Fubini theorem for multiple stochastic integrals
• Stein's method and normal approximation of Poisson functionals
• scientific article; zbMATH DE number 2169702 (Why is no real title available?)
• Stable convergence of generalized \(L^{2}\) stochastic integrals and the principle of conditioning
• Central limit theorems for multiple Skorokhod integrals
• Limit theorems for conservative flows on multiple stochastic integrals
• Exact asymptotic expression for the density of multiple stochastic integrals
• Convergence in variation of the joint laws of multiple stable stochastic integrals
• Limit theorems for singular Skorohod integrals
• Infinitesimal invariance of completely Random Measures for 2D Euler Equations
• Central limit theorems for sequences of multiple stochastic integrals
• On the tail behaviour of the distribution function of multiple stochastic integrals
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• scientific article; zbMATH DE number 4166214 (Why is no real title available?)
• scientific article; zbMATH DE number 1822341 (Why is no real title available?)
• Limit theorems for multipower variation in the presence of jumps
• Linear and quadratic functionals of random hazard rates: An asymptotic analysis
• scientific article; zbMATH DE number 4107969 (Why is no real title available?)
• scientific article; zbMATH DE number 4218139 (Why is no real title available?)
• scientific article; zbMATH DE number 850388 (Why is no real title available?)

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