Limit theorems for singular skorohod integrals

Denis Bell; Raul Bolaños; David Nualart

doi:10.1090/tpms/1126

Limit theorems for singular skorohod integrals

Denis Bell, Raul Bolaños, David Nualart

Mathematics & Statistics

University of Kansas

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	21-44
Number of pages	24
Journal	Theory of Probability and Mathematical Statistics
Volume	102
DOIs	https://doi.org/10.1090/tpms/1126
State	Published - 2020

ASJC Scopus Subject Areas

Statistics and Probability
Statistics, Probability and Uncertainty

Keywords

Convergence in law
Malliavin calculus
Skorohod integral
Stochastic convolution

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10.1090/tpms/1126

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title = "Limit theorems for singular skorohod integrals",

keywords = "Convergence in law, Malliavin calculus, Skorohod integral, Stochastic convolution",

author = "Denis Bell and Raul Bola{\~n}os and David Nualart",

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year = "2020",

doi = "10.1090/tpms/1126",

language = "English",

volume = "102",

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AU - Bell, Denis

AU - Bolaños, Raul

AU - Nualart, David

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KW - Convergence in law

KW - Malliavin calculus

KW - Skorohod integral

KW - Stochastic convolution

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EP - 44

JO - Theory of Probability and Mathematical Statistics

JF - Theory of Probability and Mathematical Statistics

ER -

Limit theorems for singular skorohod integrals

ASJC Scopus Subject Areas

Keywords

Access to Document

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