Lectures on Gaussian Approximations with Malliavin Calculus

DOI10.1007/978-3-319-00321-4_1zbMath1291.60048arXiv1203.4147OpenAlexW1679717108MaRDI QIDQ2865101

Ivan Nourdin

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

zbMATH Keywords

Malliavin calculusStein's methodPoisson approximationfourth moment theoremnormal approximations

Mathematics Subject Classification ID

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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