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H{\"o}lder estimates and weak convergences of certain weighted sum processes https://arxiv.org/abs/2408.05255 #mathPR

H{ö}lder estimates and weak convergences of certain weighted sum processes

We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely we give H{ö}lder estimates and weak convergences of them. Main tools we will use are the integration by parts formula in Malliavin calculus and the fourth moment theorem.

arxiv.org
August 14, 2024 at 3:10 AM · · feed2toot · 0 · 0 · 0
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