Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
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Publication:2447332
DOI10.1214/12-AOP826zbMath1301.60026arXiv1112.5070MaRDI QIDQ2447332
Publication date: 25 April 2014
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.5070
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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