# Limit theorems for singular Skorohod integrals

**Authors:** Denis Bell, Raul Bolanos, David Nualart

arXiv: 1903.05173 · 2019-03-14

## TL;DR

This paper establishes limit theorems for sequences of Itô and Skorohod integrals with singular asymptotic integrands, extending previous examples to broader classes of stochastic convolutions.

## Contribution

It introduces new limit theorems for singular Skorohod integrals, generalizing earlier specific cases like the Peccati-Yor example.

## Key findings

- Proves convergence in distribution for sequences of singular integrals.
- Includes stochastic convolutions as a special case.
- Extends classical results to more general integrand behaviors.

## Abstract

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.

## Full text

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## References

9 references — full list in the complete paper: https://tomesphere.com/paper/1903.05173/full.md

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Source: https://tomesphere.com/paper/1903.05173