Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates (Q2274303): Difference between revisions

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+A note on the Poincaré inequality for convex domains
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+Discretizing Malliavin calculus
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+Stein's method, Malliavin calculus, Dirichlet forms and the fourth moment theorem
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+Weak approximation of martingale representations
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+Symmetric statistics, Poisson point processes, and multiple Wiener integrals
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+General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations
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+Integration by parts for Poisson processes
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+Stein's method for invariant measures of diffusions via Malliavin calculus
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+Noncentral convergence of multiple integrals
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+Stein's method on Wiener chaos
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+Multivariate normal approximation using Stein's method and Malliavin calculus
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+The Malliavin Calculus and Related Topics
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+Central limit theorems for sequences of multiple stochastic integrals
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+Stochastic analysis in discrete and continuous settings. With normal martingales.
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+Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
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