Central limit theorems for multiple stochastic integrals and Malliavin calculus

We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend our result to the multidimensional case and prove a weak convergence result for a sequence of square integrable random variables.Comment: 16 page

Implications and Policy Options of California's Reliance on Natural Gas

Examines existing and currently anticipated infrastructure, rising gas prices, and recurring supply problems, and looks at options to alleviate the problem. Part of a series of research reports that examines energy issues facing California