An iterative technique for bounding derivatives of solutions of Stein equations

DOI10.1214/17-EJP118zbMath1386.60084arXiv1510.02623OpenAlexW2963568334MaRDI QIDQ1689838

Sebastian J. Vollmer, Christian Döbler, Robert E. Gaunt

Publication date: 18 January 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02623

zbMATH Keywords

Stein's methoddifferential equationPoisson equationStein equationvariance-gamma distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Methods of ordinary differential equations applied to PDEs (35A24)

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