Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes

DOI10.1016/j.spa.2012.06.008zbMath1277.60098arXiv1109.3110MaRDI QIDQ449231

David Nualart, Daniel Harnett

Publication date: 12 September 2012

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

Full work available at URL: https://arxiv.org/abs/1109.3110

zbMATH Keywords

fractional Brownian motion; Malliavin calculus; Itō formula; Skorohod integral

Mathematics Subject Classification ID

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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