Limit theorems for singular skorohod integrals
In this paper we prove the convergence in distribution of sequences of Itô and Skorohod integrals with integrands having singular asymptotic behavior. These sequences include stochastic convolutions and generalize the example (Formula presented) first studied by Peccati and Yor in 2004.
Theory of Probability and Mathematical Statistics
Digital Object Identifier (DOI)
Bell, D., Bolanos, R., Nualart, D. (2020) Limit theorems for singular skorohod integrals. Theory of Probability and Mathematical Statistics, 102, 21-44.