The Limit Distribution of a Singular Sequence of Itô Integrals
Document Type
Article
Publication Date
1-1-2021
Abstract
We give an alternative, elementary proof of a result of Peccati and Yor concerning the limit law of a sequence of Itô integrals with integrands having singular asymptotic behavior.
Publication Title
Progress in Probability
Volume
78
First Page
83
Last Page
86
Digital Object Identifier (DOI)
10.1007/978-3-030-83309-1_5
ISSN
10506977
E-ISSN
22970428
Citation Information
Bell, D. (2021). The Limit Distribution of a Singular Sequence of Itô Integrals. In: Chaumont, L., Kyprianou, A.E. (eds) A Lifetime of Excursions Through Random Walks and Lévy Processes. Progress in Probability, vol 78. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-83309-1_5
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