The total variation distance between two double Wiener-Itô integrals
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Publication:2435728
DOI10.1016/j.spl.2013.05.030zbMath1308.60070arXiv1302.1171MaRDI QIDQ2435728
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
Malliavin calculus; fractional Brownian motions; Rosenblatt process; isonormal Gaussian process; convergence in total variation; double Wiener-Itō integrals
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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