Stein's method for invariant measures of diffusions via Malliavin calculus (Q424492): Difference between revisions
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| Property / author: Ciprian A. Tudor / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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| Property / zbMATH DE Number: 6040297 / rank | |||
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| Property / zbMATH Keywords | |||
Stein's method | |||
| Property / zbMATH Keywords: Stein's method / rank | |||
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Malliavin calculus | |||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||
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Berry | |||
| Property / zbMATH Keywords: Berry / rank | |||
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Esseen bounds | |||
| Property / zbMATH Keywords: Esseen bounds / rank | |||
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weak convergence | |||
| Property / zbMATH Keywords: weak convergence / rank | |||
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multiple stochastic integrals | |||
| Property / zbMATH Keywords: multiple stochastic integrals / rank | |||
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diffusions | |||
| Property / zbMATH Keywords: diffusions / rank | |||
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invariant measure | |||
| Property / zbMATH Keywords: invariant measure / rank | |||
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Revision as of 22:26, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stein's method for invariant measures of diffusions via Malliavin calculus |
scientific article |
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Stein's method for invariant measures of diffusions via Malliavin calculus (English)
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1 June 2012
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Stein's method
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Malliavin calculus
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Berry
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Esseen bounds
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weak convergence
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multiple stochastic integrals
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diffusions
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invariant measure
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