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Limit theorems for singular Skorohod integrals
Denis Bell, Raul Bolanos, David Nualart
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 stoch…
Noncentral limit theorem for the generalized Rosenblatt process
Denis Bell, David Nualart
We use techniques of Malliavin calculus to study the convergence in law of a family of generalized Rosenblatt processes with kernels defined by parameters taking values i…
Divergence theorems in path space III: hypoelliptic diffusions and beyond
Denis Bell
Let denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the…
Quasi-invariant measures on the path space of a diffusion
Denis Bell
The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process taking values in a closed compact manifold. In this…