Optimal rate of convergence for vector-valued Wiener-Itô integral (Q6154364)
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scientific article; zbMATH DE number 7805281
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| English | Optimal rate of convergence for vector-valued Wiener-Itô integral |
scientific article; zbMATH DE number 7805281 |
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15 February 2024
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optimal rate of convergence
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vector-valued Wiener-Itô integral
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Malliavin calculus
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Stein's method
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method of cumulants
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0.7663889527320862
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0.7620222568511963
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0.7611145377159119
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0.7570646405220032
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0.7548748254776001
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