Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
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Publication:2312685
DOI10.1007/s00440-018-0874-5zbMath1479.60003arXiv1801.07815OpenAlexW2887260164MaRDI QIDQ2312685
Lihu Xu, Xiao Fang, Qui-Man Shao
Publication date: 17 July 2019
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.07815
Stochastic calculus of variations and the Malliavin calculus (60H07) Convergence of probability measures (60B10)
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