On the convergence to the multiple Wiener-Ito integral

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dc.creatorBardina, Xavier
dc.creatorJolis, Maria
dc.creatorTudor, Ciprian
dc.date2007-12-22
dc.date.accessioned2026-07-07T08:51:07Z
dc.date.available2026-07-07T08:51:07Z
dc.descriptionWe study the convergence to the multiple Wiener-Itô integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Cameron-Martin space, that converges weakly to a standard Brownian motion in $\mathcal C_0([0,T])$. Using these processes, we construct a family that converges weakly, in the sense of the finite dimensional distributions, to the multiple Wiener-Itô integral process of a function $f\in L^2([0,T]^n)$. We prove also the weak convergence in the space $\mathcal C_0([0,T])$ to the second order integral for two important families of processes that converge to a standard Brownian motion.
dc.identifierhttps://arxiv.org/abs/0712.3837
dc.identifierhttp://arxiv.org/abs/0712.3837
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/144826
dc.subjectProbability
dc.titleOn the convergence to the multiple Wiener-Ito integral
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