scientific article; zbMATH DE number 1822341
zbMATH Open0997.60032MaRDI QIDQ4780285FDOQ4780285
Authors: Giovanni Peccati 
Publication date: 3 November 2002
Title of this publication is not available (Why is that?)
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Brownian motionmultiple stochastic integralsOrnstein-Uhlenbeck processesHardy type inequalitiesBrownian sheetJeulin's lemmastable Lévy processesmultiple random integralstime-space Brownian chaos
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Stationary stochastic processes (60G10) Random measures (60G57) Limit theorems in probability theory (60F99) Stable stochastic processes (60G52)
Cited In (14)
- Central limit theorems for double Poisson integrals
- Stable convergence of generalized \(L^{2}\) stochastic integrals and the principle of conditioning
- Stable convergence of multiple Wiener--Itô integrals
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- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- High-frequency asymptotics for subordinated stationary fields on an abelian compact group
- On the tail behaviour of the distribution function of multiple stochastic integrals
- Convergence in Dirichlet law of certain stochastic integrals
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- Forward integration, convergence and non-adapted pointwise multipliers
- An improved second-order Poincaré inequality for functionals of Gaussian fields
- Multiple fractional integrals through Gamma-mixed Ornstein-Uhlenbeck process
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- Linear and quadratic functionals of random hazard rates: An asymptotic analysis
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