Enregistré dans:
Détails bibliographiques
Auteurs principaux: Aida, Shigeki, Naganuma, Nobuaki
Format: Preprint
Publié: 2024
Sujets:
Accès en ligne:https://arxiv.org/abs/2408.05255
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Table des matières:
  • We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show Hölder estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in Malliavin calculus, the fourth moment theorem, and estimates in multidimensional Young integrals.