Limit theorems for singular Skorohod integrals
Probability
2019-03-14 v1
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 first studied by Peccati and Yor in 2004.
Cite
@article{arxiv.1903.05173,
title = {Limit theorems for singular Skorohod integrals},
author = {Denis Bell and Raul Bolanos and David Nualart},
journal= {arXiv preprint arXiv:1903.05173},
year = {2019}
}