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ArticleCentral limit theorems for multiple Skorohod integrals

Ivan Nourdin2010

OA

Articlegreen2010

Central limit theorems for multiple Skorohod integrals

Ivan Nourdin · David Nualart

43 citations·0/0 files stored·Open Repository and Bibliography (University of Luxembourg)

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1987Limit Theorems for Stochastic Processes 1999Stochastic Analysis of the Fractional Brownian Motion 1951Multiple Wiener Integral 2005Central limit theorems for sequences of multiple stochastic integrals 2008Stein’s method on Wiener chaos 2004Gaussian Limits for Vector-valued Multiple Stochastic Integrals 2007Central limit theorems for multiple stochastic integrals and Malliavin calculus 1976On a Generalization of a Stochastic Integral

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2007Variations and estimators for the selfsimilarity order through Malliavin calculus 2019First-order Euler scheme for SDEs driven by fractional Brownian motions: The rough case 2016Quantitative stable limit theorems on the Wiener space

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2009Second order Poincaré inequalities and CLTs on Wiener spacearticle · 6 shared references 2016Quantitative stable limit theorems on the Wiener spacearticle · 6 shared references 2007Variations and estimators for the selfsimilarity order through Malliavin calculuspreprint · 5 shared references 2010Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimateschapter · 5 shared references 2010Stein’s method and Normal approximation of Poisson functionalsarticle · 4 shared references 2010Multivariate normal approximation using Stein’s method and Malliavin calculusarticle · 4 shared references

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Year2010

Typearticle

Published2010-01-01

VenueOpen Repository and Bibliography (University of Luxembourg)

Languageen

Citations43

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10959-009-0258-y

openalex_workW4298848564

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