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 |
| Summary: | 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 establish new quantitative limit theorems in a variety of domains of theoretical and applied stochastic analysis. The aim of this survey is to illustrate some of the latest developments of the Malliavin–Stein method, with specific emphasis on extensions and generalizations in the framework of Markov semigroups and of random point measures. |
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| ISSN: | 2351-6046 2351-6054 |