In this paper, we prove a central limit theorem for a sequence of multiple Skorokhod integrals using the techniques of Malliavin calculus. The convergence is stable, and the limit is a conditionally Gaussian random variable. Some applications to sequences of multiple stochastic integrals, and renormalized weighted Hermite variations of the fractional Brownian motion are discussed. Central limit theorem - Fractional Brownian motion - Malliavin calculusMathematics Subject Classification (2000) 60F05 - 60H05 - 60G15 - 60H07 The work of D. Nualart is supported by the NSF Grant DMS-0604207.
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机译：在本文中，我们使用Malliavin微积分技术证明了多个Skorokhod积分序列的中心极限定理。收敛是稳定的，并且该极限是有条件的高斯随机变量。讨论了对多个随机积分序列以及分数布朗运动的重新归一化加权Hermite变异的序列的一些应用。中心极限定理-分数布朗运动-Malliavin演算数学主题分类（2000）60F05-60H05-60G15-60H07 D. Nualart的工作得到NSF Grant DMS-0604207的支持。
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