Lectures on Gaussian Approximations with Malliavin Calculus
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Publication:2865101
DOI10.1007/978-3-319-00321-4_1zbMath1291.60048arXiv1203.4147OpenAlexW1679717108MaRDI QIDQ2865101
Publication date: 28 November 2013
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4147
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Convergence of probability measures (60B10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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