141 citations · 141 across the 1 of their papers we have counts for
2 papers
math.PR2005★ 141 cited
Renormalized self-intersection local time for fractional Brownian motion
Yaozhong Hu, David Nualart
Let B_t^H be a d-dimensional fractional Brownian motion with Hurst parameter H\in(0,1). Assume d\geq2. We prove that the renormalized self-intersection local time\ell=\int_0^T\int_…
math.PR2005★ 461 cited
Central limit theorems for sequences of multiple stochastic integrals
David Nualart, Giovanni Peccati
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applic…