David Nualart, Giovanni Peccati
Published 2005-03-25Version 1
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting behavior of quadratic functionals of Gaussian processes.
Comments: Published at http://dx.doi.org/10.1214/009117904000000621 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2005, Vol. 33, No. 1, 177-193
Central limit theorems for multiple stochastic integrals and Malliavin calculus
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