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Central limit theorems for multiple Skorohod integrals
12 references·4 citing·31 second hop
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  • 1976On a Generalization of a Stochastic Integral217 cited
  • 2006Power variation of some integral fractional processes110 cited
  • 2007Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion100 cited
  • 2008Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion65 cited
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Cited by

  • 2007Variations and estimators for the selfsimilarity order through Malliavin calculus93 cited
  • 2019First-order Euler scheme for SDEs driven by fractional Brownian motions: The rough case38 cited
  • 2016Quantitative stable limit theorems on the Wiener space

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25 cited
  • 2008Stable Convergence of Multiple Wiener-Itô Integrals24 cited