Central limit theorems for multiple stochastic integrals and Malliavin calculus

DOI10.1016/j.spa.2007.05.004zbMath1142.60015arXivmath/0703240OpenAlexW2014903152MaRDI QIDQ2476292

Salvador Ortiz-Latorre, David Nualart

Publication date: 18 March 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703240

zbMATH Keywords

weak convergenceGaussian processesMalliavin calculuslimit theoremsmultiple stochastic integrals

Mathematics Subject Classification ID

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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Cites Work

• Unnamed Item
• Power variation of some integral fractional processes
• Stable convergence of multiple Wiener--Itô integrals
• Central limit theorems for non-linear functionals of Gaussian fields
• Renormalized self-intersection local time for fractional Brownian motion
• Variations of the solution to a stochastic heat equation
• Stable convergence of generalized \(L^{2}\) stochastic integrals and the principle of conditioning
• Central limit theorems for sequences of multiple stochastic integrals
• Multiple Wiener integral
• The Malliavin Calculus and Related Topics

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