Methodology and Computing in Applied Probability

, Volume 14, Issue 3, pp 477–500 | Cite as

New Central Limit Theorems for Functionals of Gaussian Processes and their Applications

  • José Manuel CorcueraEmail author


As a consequence of the seminal work of Nualart and Peccati in 2005 we have new central limit theorems for functional of Gaussian processes that have allowed us to elucidate the asymptotic behavior of the multipower variation of certain ambit processes, see Barndorff-Nielsen et al. (2009c). This survey intends to explain the role of the Malliavin calculus to reach these results.


Central limit theorem Gaussian processes Non-semimartingales Power variations Wiener chaos 

AMS 2000 Subject Classifications

Primary 60F05 60G15 62G15 62M09 Secondary 60G22 60H07 


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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Universitat de BarcelonaBarcelonaSpain

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