Convergence in total variation on Wiener chaos
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Publication:1933605
DOI10.1016/j.spa.2012.10.004zbMath1259.60029arXiv1205.2682OpenAlexW2591972302MaRDI QIDQ1933605
Publication date: 24 January 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.2682
Malliavin calculusconvergence in distributionWiener chaosconvergence in total variationmultiple Wiener-Itô integral
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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