Limit theorems for singular Skorohod integrals

DOI10.1090/tpms/1126zbMath1485.60053arXiv1903.05173OpenAlexW3143852131WikidataQ114093797 ScholiaQ114093797MaRDI QIDQ4989956

Raul Bolaños, David Nualart, Denis R. Bell

Publication date: 27 May 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.05173

zbMATH Keywords

Malliavin calculusconvergence in lawstochastic convolutionSkorohod integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Pathwise large deviations for white noise chaos expansions ⋮ The limit distribution of a singular sequence of Itô integrals

Cites Work

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• Quantitative stable limit theorems on the Wiener space
• Stable convergence of multiple Wiener--Itô integrals
• Central limit theorems for multiple Skorokhod integrals
• Convergence in total variation to a mixture of Gaussian laws
• Convergence in total variation on Wiener chaos
• Total variation bounds for Gaussian functionals
• The Malliavin Calculus and Related Topics
• Stochastic Equations in Infinite Dimensions

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