The Stein-Dirichlet-Malliavin method

DOI10.1051/proc/201551003zbMath1360.60050arXiv1505.06075MaRDI QIDQ2786525

Laurent Decreusefond

Publication date: 15 February 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.06075

zbMATH Keywords

Stein's method; Gaussian analysis; probability distributions; Dirichlet-Malliavin structure; smart-path method

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60H07: Stochastic calculus of variations and the Malliavin calculus

60B10: Convergence of probability measures

60-02: Research exposition (monographs, survey articles) pertaining to probability theory