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

@@ Property / author @@
-Ciprian A. Tudor
@@ Property / author: Ciprian A. Tudor / rank @@
-Normal rank
@@ Property / author @@
+Ciprian A. Tudor
@@ Property / author: Ciprian A. Tudor / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6040297
@@ Property / zbMATH DE Number: 6040297 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Stein's method
@@ Property / zbMATH Keywords: Stein's method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Malliavin calculus
@@ Property / zbMATH Keywords: Malliavin calculus / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Berry
@@ Property / zbMATH Keywords: Berry / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Esseen bounds
@@ Property / zbMATH Keywords: Esseen bounds / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak convergence
@@ Property / zbMATH Keywords: weak convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multiple stochastic integrals
@@ Property / zbMATH Keywords: multiple stochastic integrals / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diffusions
@@ Property / zbMATH Keywords: diffusions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+invariant measure
@@ Property / zbMATH Keywords: invariant measure / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2114974449
@@ Property / OpenAlex ID: W2114974449 / rank @@
+Normal rank
@@ 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
@@ links / mardi / name / links / mardi / name @@
+Publication:424492