Asymptotic expansion for the quadratic form of the diffusion process
  In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard invariance principle. As an application, an asymptotic expansion for a quadratic form of a diffusion process was derived in the same paper. This article gives some details of the derivation, after a short review of the martingale expansion in mixed normal limit. 
Nakahiro Yoshida
math.PR