An iterative technique for bounding derivatives of solutions of Stein equations
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Publication:1689838
DOI10.1214/17-EJP118zbMath1386.60084arXiv1510.02623MaRDI QIDQ1689838
Robert E. Gaunt, Christian Döbler, Sebastian J. Vollmer
Publication date: 18 January 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.02623
Stein's method; differential equation; Poisson equation; Stein equation; variance-gamma distribution
60F05: Central limit and other weak theorems
35A24: Methods of ordinary differential equations applied to PDEs