We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize previous works by Nourdin and Nualart [J. Theoret. Probab. 23 (2010) 39–64] and Harnett and Nualart [Stochastic Process. Appl. 122 (2012) 3460–3505], and provide a substantial contribution to a recent line of research, focussing on limit theorems on the Wiener space, obtained by means of the Malliavin calculus of variations. Applications are given to quadratic functionals and weighted quadratic variations of a fractional Brownian motion
The thesis deals with the probabilistic approximation in a fractional context, which means in models...
Overview. In a seminal paper of 2005, Nualart and Peccati [40] discovered a surprising central limit...
International audienceUsing multiple Wiener-Itô stochastic integrals and Malliavin calculus we study...
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space,...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on t...
In this thesis we apply the Malliavin calculus to statistical estimation of parameters of stochastic...
32 pages; major changes in Sections 4 and 5In this paper, we prove a central limit theorem for a seq...
This thesis is organized in three distinct parts, all of which focus on the application of the Malli...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
We prove sufficient conditions ensuring that a sequence of multiple Wiener-Itô integrals (with respe...
In this dissertation a general framework to extend the Stein\u27s method and the Nourdin-Peccati ana...
For a centered random variable X in a Wiener space, differentiable in the sense of Malliavin, the fu...
The thesis deals with the probabilistic approximation in a fractional context, which means in models...
Overview. In a seminal paper of 2005, Nualart and Peccati [40] discovered a surprising central limit...
International audienceUsing multiple Wiener-Itô stochastic integrals and Malliavin calculus we study...
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space,...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on t...
In this thesis we apply the Malliavin calculus to statistical estimation of parameters of stochastic...
32 pages; major changes in Sections 4 and 5In this paper, we prove a central limit theorem for a seq...
This thesis is organized in three distinct parts, all of which focus on the application of the Malli...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
We prove sufficient conditions ensuring that a sequence of multiple Wiener-Itô integrals (with respe...
In this dissertation a general framework to extend the Stein\u27s method and the Nourdin-Peccati ana...
For a centered random variable X in a Wiener space, differentiable in the sense of Malliavin, the fu...
The thesis deals with the probabilistic approximation in a fractional context, which means in models...
Overview. In a seminal paper of 2005, Nualart and Peccati [40] discovered a surprising central limit...
International audienceUsing multiple Wiener-Itô stochastic integrals and Malliavin calculus we study...