Limit theorems for multiple stochastic integrals
نویسندگان
چکیده
We show that the general stable convergence results proved in Peccati and Taqqu (2007) for generalized adapted stochastic integrals can be used to obtain limit theorems for multiple stochastic integrals with respect to independently scattered random measures. Several applications are developed in a companion paper (see Peccati and Taqqu, 2008a), where we prove central limit results involving single and double Poisson integrals, as well as quadratic functionals associated with moving average Lévy processes.
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تاریخ انتشار 2008