Malliavin–Stein method: a survey of some recent developments
Initiated around the year 2007, the Malliavin–Stein approach to probabilistic approximations combines Stein’s method with infinite-dimensional integration by parts formulae based on the use of Malliavin-type operators. In the last decade, Malliavin–Stein techniques have allowed researchers to establ...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2021-06-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/21-VMSTA184 |