Stein approximation for Itô and Skorohod integrals by Edgeworth type expansions (Q2517261)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stein approximation for Itô and Skorohod integrals by Edgeworth type expansions |
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Statements
Stein approximation for Itô and Skorohod integrals by Edgeworth type expansions (English)
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17 August 2015
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Itō integral
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Skorokhod integral
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Brownian motion
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Edgeworth-type expansions
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Malliavin calculus
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Stein method
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cumulants
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multiple stochastic integrals
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stochastic differential equations
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Wiener space
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