Normal convergence using Malliavin calculus with applications and examples

DOI10.1080/07362994.2017.1400916zbMath1390.60197arXiv1712.04098OpenAlexW2963999710MaRDI QIDQ4639174

Juan José Víquez R

Publication date: 3 May 2018

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

Full work available at URL: https://arxiv.org/abs/1712.04098

zbMATH Keywords

fractional Brownian motionMalliavin calculusOrnstein-Uhlenbeck processcentral limit theoremWiener-Poisson spacelevy processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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