Mathematics – Probability
Scientific paper
2007-07-23
Mathematics
Probability
32 pages; major changes in Sections 4 and 5
Scientific paper
In this paper, we prove a central limit theorem for a sequence of iterated
Shorohod integrals using the techniques of Malliavin calculus. The convergence
is stable, and the limit is a conditionally Gaussian random variable. Some
applications to sequences of multiple stochastic integrals, and renormalized
weighted Hermite variations of the fractional Brownian motion are discussed.
Nourdin Ivan
Nualart David
No associations
LandOfFree
Central limit theorems for multiple Skorohod integrals does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Central limit theorems for multiple Skorohod integrals, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Central limit theorems for multiple Skorohod integrals will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-439852