Stein's method meets Malliavin calculus: a short survey with new estimates
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Publication:3581701
zbMath1203.60065arXiv0906.4419MaRDI QIDQ3581701
Ivan Nourdin, Giovanni Peccati
Publication date: 2 September 2010
Full work available at URL: https://arxiv.org/abs/0906.4419
fractional Brownian motionMalliavin calculusStein's methodcentral limit theoremsmultiple integralsisonormal Gaussian processes
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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