On the convergence to the multiple Wiener-Itô integral
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Publication:1017650
DOI10.1016/j.bulsci.2008.09.002zbMath1163.60022arXiv0712.3837MaRDI QIDQ1017650
Xavier Bardina, Ciprian A. Tudor, Maria Jolis
Publication date: 12 May 2009
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.3837
60F05: Central limit and other weak theorems
60H05: Stochastic integrals
60B10: Convergence of probability measures
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- Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales
- A stochastic model related to the telegrapher's equation
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- Multiple Wiener integral
- Stratonovich integral and trace