Add to ORKG32 pages; major changes in Sections 4 and 5In this paper, we prove a central limit theorem for a sequence of iterated Shorohod integrals using the techniques of Malliavin calculus. The convergence is stable, and the limit is a conditionally Gaussian random variable. Some applications to sequences of multiple stochastic integrals, and renormalized weighted Hermite variations of the fractional Brownian motion are discussed
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
Title changed. Major changes: results improved. 24 pagesInternational audienceIn this paper, we stud...
In this paper, we prove a central limit theorem for a sequence of multiple Skorohod integrals using ...
This is the publisher's version, also available electronically from http://projecteuclid.org/euclid....
This is the publisher's version, also available electronically from http://projecteuclid.org/euclid....
This is the published version, also available here: http://dx.doi.org/10.1214/009117904000000621.We ...
14 pages. To appear in The Annals of Probability.Fix ν>0, denote by G(v/2) a Gamma random variable w...
Overview. In a seminal paper of 2005, Nualart and Peccati [40] discovered a surprising central limit...
AbstractWe give a new characterization for the convergence in distribution to a standard normal law ...
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space,...
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space,...
We consider generalized adapted stochastic integrals with respect to independently scattered random ...
Title changed. Major changes: results improved. 24 pagesInternational audienceIn this paper, we stud...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
Title changed. Major changes: results improved. 24 pagesInternational audienceIn this paper, we stud...
In this paper, we prove a central limit theorem for a sequence of multiple Skorohod integrals using ...
This is the publisher's version, also available electronically from http://projecteuclid.org/euclid....
This is the publisher's version, also available electronically from http://projecteuclid.org/euclid....
This is the published version, also available here: http://dx.doi.org/10.1214/009117904000000621.We ...
14 pages. To appear in The Annals of Probability.Fix ν>0, denote by G(v/2) a Gamma random variable w...
Overview. In a seminal paper of 2005, Nualart and Peccati [40] discovered a surprising central limit...
AbstractWe give a new characterization for the convergence in distribution to a standard normal law ...
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space,...
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space,...
We consider generalized adapted stochastic integrals with respect to independently scattered random ...
Title changed. Major changes: results improved. 24 pagesInternational audienceIn this paper, we stud...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
Title changed. Major changes: results improved. 24 pagesInternational audienceIn this paper, we stud...