A note on a local limit theorem for Wiener space valued random variables

DOI10.3150/15-BEJ721zbMath1343.60016arXiv1503.06576OpenAlexW2963889889MaRDI QIDQ726730

Alberto Lanconelli, Aurel I. Stan

Publication date: 14 July 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.06576

zbMATH Keywords

Wick productabstract Wiener spacelocal limit theoremOrnstein-Uhlenbeck semigroup

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items

Prohorov-type local limit theorems on abstract Wiener spaces ⋮ Standardizing densities on Gaussian spaces ⋮ Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations

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