Convergence in Dirichlet law of certain stochastic integrals - Archive ouverte HAL
Article Dans Une Revue Electronic Journal of Probability Année : 2005

Convergence in Dirichlet law of certain stochastic integrals

Résumé

Recently, Nicolas Bouleau has proposed an extension of the Donsker's invariance principle in the framework of Dirichlet forms. He proves that an erroneous random walk of i.i.d random variables converges in Dirichlet law toward the Ornstein-Uhlenbeck error structure on the Wiener space. The aim of this paper is to extend this result to some families of stochastic integrals.
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Dates et versions

hal-00287719 , version 1 (12-06-2008)

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  • HAL Id : hal-00287719 , version 1

Citer

Christophe Chorro. Convergence in Dirichlet law of certain stochastic integrals. Electronic Journal of Probability, 2005, 10, pp.1005-1025. ⟨hal-00287719⟩

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