Note on A. Barbour’s paper on Stein’s method for diffusion approximations
In [2] foundations for diffusion approximation via Stein’s method are laid. This paper has been cited more than 130 times and is a cornerstone in the area of Stein’s method (see, for example, its use in [1] or [7]). A semigroup argument is used in [2] to solve a Stein equation for Gaussian diffusion...
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| Format: | Journal article |
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Institute of Mathematical Statistics
2017
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