Hölder estimates and weak convergences of certain weighted sum processes
arXiv:2408.05255
Abstract
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.
This version is accepted for publication in Journal of Theoretical Probability. There are some overlap with arXiv:2302.03912