Concepedia

Central limit theorems for multiple stochastic integrals and Malliavin calculus

David Nualart, Salvador Ortiz-Latorre

Stochastic Processes and their Applications · 2007 · 230 citations · 7 references

DOI

Concepts

References

7

Multiple Wiener Integral

Kiyosi Itô · Journal of the Mathematical Society of Japan · 1951 · 716 citations · Full text

, , +13

Central limit theorems for sequences of multiple stochastic integrals

David Nualart, Giovanni Peccati · The Annals of Probability · 2005 · 457 citations · Full text

, , +8

Central limit theorems for non-linear functionals of Gaussian fields

Péter Breuer, Péter Major · Journal of Multivariate Analysis · 1983 · 381 citations

, , +11

Renormalized self-intersection local time for fractional Brownian motion

Yaozhong Hu, David Nualart · The Annals of Probability · 2005 · 141 citations · Full text

, , +12

Power variation of some integral fractional processes

José Manuel Corcuera, David Nualart, Jeannette H. C. Woerner · Bernoulli · 2006 · 112 citations · Full text

, , +9