On algebraic Stein operators for Gaussian polynomials

DOI10.3150/22-BEJ1460MaRDI QIDQ2108482

Dario Gasbarra, Robert E. Gaunt, Ehsan Azmoodeh

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.04605

zbMATH Keywords

Malliavin calculussymbolic computationStein's methodHermite polynomialsnull controllabilitylinear system theoryStein operatorGaussian integration by parts

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Operator theory (47-XX) Stochastic processes (60Gxx) Distribution theory (60Exx)

Related Items (2)

Unnamed Item ⋮ On algebraic Stein operators for Gaussian polynomials

Uses Software

• Matlab

Cites Work

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