Develops a Hilbert space-valued Markovian lift framework for stochastic Volterra equations and establishes existence of limit distributions, LLN with convergence rate, and CLT for time averages in the Gaussian domain.
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Lecture notes providing an introduction to Wiener chaos decomposition, Gaussian fields on the torus, and applications to the Φ^4 model.
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Limit theorems for stochastic Volterra processes
Develops a Hilbert space-valued Markovian lift framework for stochastic Volterra equations and establishes existence of limit distributions, LLN with convergence rate, and CLT for time averages in the Gaussian domain.
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Topics in Gaussian Wiener chaos expansion
Lecture notes providing an introduction to Wiener chaos decomposition, Gaussian fields on the torus, and applications to the Φ^4 model.