The total variation distance between two double Wiener-Itô integrals

DOI10.1016/j.spl.2013.05.030zbMath1308.60070arXiv1302.1171MaRDI QIDQ2435728

Rola Zintout

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.1171

zbMATH Keywords

Malliavin calculus; fractional Brownian motions; Rosenblatt process; isonormal Gaussian process; convergence in total variation; double Wiener-Itō integrals

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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Cites Work

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• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Weak convergence to fractional brownian motion and to the rosenblatt process
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