Malliavin-Stein method for variance-gamma approximation on Wiener space (Q894187)
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| English | Malliavin-Stein method for variance-gamma approximation on Wiener space |
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Malliavin-Stein method for variance-gamma approximation on Wiener space (English)
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27 November 2015
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variance-gamma approximation
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isonormal Gaussian processes
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Malliavin calculus
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Stein's method
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Wiener space
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Laplace distribution
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non-central limit theorem
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rate of convergence
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contractions
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cumulants
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universality
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0.8582488894462585
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0.8445978760719299
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0.8361325263977051
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0.835534393787384
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0.8345769047737122
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