Abstract

As a consequence of the seminal work of Nualart and Peccati in 2005 we have new central limit theorems for functional of Gaussian processes that have allowed us to elucidate the asymptotic behavior of the multipower variation of certain ambit processes, see Barndorff-Nielsen et al. (2009c). This survey intends to explain the role of the Malliavin calculus to reach these results.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call