Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions

DOI10.3150/16-BEJ904zbMath1429.60007arXiv1310.3785OpenAlexW2255415355MaRDI QIDQ2405225

Ciprian A. Tudor, Seiichiro Kusuoka

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3785

zbMATH Keywords

weak convergenceMalliavin calculusStein's methodinvariant measurediffusionsfourth moment theoremmultiple stochastic integralsconvergence in total variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Convergence of probability measures (60B10)

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