Limit theorems for singular Skorohod integrals
classification
🧮 math.PR
keywords
integralssequencessingularskorohodasymptoticbehaviorconvergenceconvolutions
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In this paper we prove the convergence in distribution of sequences of It\^o and Skorohod integrals with integrands having singular asymptotic behavior. These sequences include stochastic convolutions and generalize the example $\sqrt n\int _0^1 t^n B_tdB_t$ first studied by Peccati and Yor in 2004.
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