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

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-Ciprian A. Tudor
@@ Property / author: Ciprian A. Tudor / rank @@
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+W2114974449
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+.0684
@@ Property / arXiv ID: 1109.0684 / rank @@
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@@ Property / cites work @@
+Nonparametric Pricing of Interest Rate Derivative Securities
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+Stein's method for diffusion approximations
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+Diffusion-type models with given marginal distribution and autocorrelation function
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+Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter
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+General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations
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+Q3923307
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+Stein's method on Wiener chaos
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+Stein's method meets Malliavin calculus: a short survey with new estimates
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+Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
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+Noncentral convergence of multiple integrals
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+Density formula and concentration inequalities with Malliavin calculus
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Q4000424
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+Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
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