Note on A. Barbour's paper on Stein's method for diffusion approximations

DOI10.1214/17-ECP54zbMath1381.60014arXiv1702.03130MaRDI QIDQ524241

Andrew B. Duncan, Mikołaj J. Kasprzak, Sebastian J. Vollmer

Publication date: 2 May 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.03130

zbMATH Keywords

Stein's methoddiffusion approximationsDonsker's theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Brownian motion (60J65) Diffusion processes (60J60) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Stein's method for functions of multivariate normal random variables ⋮ Stein's method for multivariate Brownian approximations of sums under dependence ⋮ Stein's method, Gaussian processes and palm measures, with applications to queueing ⋮ Functional approximations via Stein's method of exchangeable pairs ⋮ Stein's method of exchangeable pairs in multivariate functional approximations

This page was built for publication: Note on A. Barbour's paper on Stein's method for diffusion approximations