Multivariate stable approximation by Stein's method
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Cites work
- Anisotropic nonlocal diffusion operators for normal and anomalous dynamics
- Approximation of stable law in Wasserstein-1 distance by Stein's method
- Asymptotic estimates of multi-dimensional stable densities and their applications
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Fractal geometry. Mathematical foundations and applications
- Heat kernel of anisotropic nonlocal operators
- Heat kernels and analyticity of non-symmetric jump diffusion semigroups
- Heat kernels for time-dependent non-symmetric stable-like operators
- scientific article; zbMATH DE number 4080508 (Why is no real title available?)
- scientific article; zbMATH DE number 50805 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3108589 (Why is no real title available?)
- Lévy Processes and Stochastic Calculus
- Non-integrable stable approximation by Stein's method
- On Stein's method for infinitely divisible laws with finite first moment
- On Stein's method for multivariate self-decomposable laws
- On two approaches to approximation of multidimensional stable laws
- Some Theorems on Stable Processes
- Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT
- Variational solution of fractional advection dispersion equations on bounded domains in ℝd
Cited in
(6)- Stable central limit theorem in total variation distance
- Some notes on quantitative generalized CLTs with self-decomposable limiting laws by spectral methods
- Approximation of the invariant measure for stable stochastic differential equations by the Euler-Maruyama scheme with decreasing step sizes
- Stein's method and characteristic functions
- Gradient estimates for semigroups associated with stochastic differential equations driven by cylindrical Lévy processes
- Stable approximation for call function via Stein's method
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