WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE

DOI10.11568/KJM.2014.22.1.71OpenAlexW2077045492MaRDI QIDQ5217504

Yoon Tae Kim

Publication date: 24 February 2020

Published in: Korean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11568/kjm.2014.22.1.71

Mathematics Subject Classification ID

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

Cites Work

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• Multivariate normal approximation using Stein's method and Malliavin calculus
• Variations of the solution to a stochastic heat equation
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for sequences of multiple stochastic integrals
• The Malliavin Calculus and Related Topics

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