On the Gaussian approximation of vector-valued multiple integrals (Q538180): Difference between revisions
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Property / DOI: 10.1016/j.jmva.2011.02.001 / rank | |||
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / Mathematics Subject Classification ID: 60G15 / rank | |||
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Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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Property / zbMATH DE Number: 5899195 / rank | |||
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central limit theorem | |||
Property / zbMATH Keywords: central limit theorem / rank | |||
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cumulants | |||
Property / zbMATH Keywords: cumulants / rank | |||
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Malliavin calculus | |||
Property / zbMATH Keywords: Malliavin calculus / rank | |||
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multiple integrals | |||
Property / zbMATH Keywords: multiple integrals / rank | |||
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Ornstein-Uhlenbeck semigroup | |||
Property / zbMATH Keywords: Ornstein-Uhlenbeck semigroup / rank | |||
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Property / MaRDI profile type: Publication / rank | |||
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Property / OpenAlex ID: W1971484320 / rank | |||
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Property / arXiv ID: 1009.1310 / rank | |||
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Property / cites work: Multiple stochastic integrals with dependent integrators / rank | |||
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Property / cites work: Stein's method on Wiener chaos / rank | |||
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Property / cites work: Stein's method meets Malliavin calculus: a short survey with new estimates / rank | |||
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Property / cites work | |||
Property / cites work: Cumulants on the Wiener space / rank | |||
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Property / cites work: Multivariate normal approximation using Stein's method and Malliavin calculus / rank | |||
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Property / cites work: The Malliavin Calculus and Related Topics / rank | |||
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Property / cites work: Central limit theorems for multiple stochastic integrals and Malliavin calculus / rank | |||
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Property / cites work: Central limit theorems for sequences of multiple stochastic integrals / rank | |||
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Property / cites work | |||
Property / cites work: Q4662408 / rank | |||
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Property / DOI | |||
Property / DOI: 10.1016/J.JMVA.2011.02.001 / rank | |||
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Latest revision as of 20:51, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | On the Gaussian approximation of vector-valued multiple integrals |
scientific article |
Statements
On the Gaussian approximation of vector-valued multiple integrals (English)
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23 May 2011
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central limit theorem
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cumulants
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Malliavin calculus
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multiple integrals
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Ornstein-Uhlenbeck semigroup
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