| dc.contributor.author | Darses, Sebastien | |
| dc.contributor.author | Nourdin, Ivan | |
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2015-03-10T15:49:20Z | |
| dc.date.available | 2015-03-10T15:49:20Z | |
| dc.date.issued | 2010-11-10 | |
| dc.identifier.citation | Darses, Sébastien; Nourdin, Ivan; Nualart, David. Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Bernoulli 16 (2010), no. 4, 1262--1293. http://dx.doi.org/10.3150/10-BEJ258. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17021 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.3150/10-BEJ258. | en_US |
| dc.description.abstract | By means of white noise analysis, we prove some limit theorems for nonlinear functionals of a given Volterra process. In particular, our results apply to fractional Brownian motion (fBm) and should be compared with the classical convergence results of the 1980s due to Breuer, Dobrushin, Giraitis, Major, Surgailis and Taqqu, as well as the recent advances concerning the construction of a Lévy area for fBm due to Coutin, Qian and Unterberger. | en_US |
| dc.publisher | Bernoulli Society for Mathematical Statistics and Probability | en_US |
| dc.title | Limit theorems for nonlinear functionals of Volterra processes via white noise analysis | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.3150/10-BEJ258 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item meets KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
