Normal Approximations with Malliavin Calculus

DOI10.1017/CBO9781139084659zbMath1266.60001OpenAlexW48692188MaRDI QIDQ2891288

Publication date: 15 June 2012

Full work available at URL: https://doi.org/10.1017/cbo9781139084659

Malliavin calculus Stein's method central limit theorem probability distances normal approximations isonormal Gaussian processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Approximations to statistical distributions (nonasymptotic) (62E17) Convergence of probability measures (60B10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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