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.
Sign-in/Register to access full text options 
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 callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
