Limit theorems for singular Skorohod integrals
Abstract
In this paper we prove the convergence in distribution of sequences of It\o and Skorohod integrals with integrands having singular asymptotic behavior. These sequences include stochastic convolutions and generalize the example n∫ 01 tn BtdBt first studied by Peccati and Yor in 2004.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.