Limit theorems for nonlinear functionals of Volterra processes via white noise analysis

DOI10.3150/10-BEJ258zbMath1225.60041arXiv0904.1401OpenAlexW3100439993MaRDI QIDQ627302

Sébastien Darses, David Nualart, Ivan Nourdin

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.1401

zbMATH Keywords

fractional Brownian motionwhite noise analysislimit theoremsVolterra processesWiener-Itô chaos

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)

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