Stein's method for invariant measures of diffusions via Malliavin calculus (Q424492): Difference between revisions

@@ Property / arXiv ID @@
+.0684
@@ Property / arXiv ID: 1109.0684 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Pricing of Interest Rate Derivative Securities
+Normal rank
@@ Property / cites work @@
+Stein's method for diffusion approximations
@@ Property / cites work: Stein's method for diffusion approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion-type models with given marginal distribution and autocorrelation function
+Normal rank
@@ Property / cites work @@
+Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter
+Normal rank
@@ Property / cites work @@
+General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Stein's method on Wiener chaos
@@ Property / cites work: Stein's method on Wiener chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Stein's method meets Malliavin calculus: a short survey with new estimates
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
+Normal rank
@@ Property / cites work @@
+Noncentral convergence of multiple integrals
@@ Property / cites work: Noncentral convergence of multiple integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Density formula and concentration inequalities with Malliavin calculus
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4000424
@@ Property / cites work: Q4000424 / rank @@
+Normal rank
@@ Property / cites work @@
+Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
+Normal rank