Stein's method meets Malliavin calculus: a short survey with new estimates
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Publication:3581701
zbMath1203.60065arXiv0906.4419MaRDI QIDQ3581701
Ivan Nourdin, Giovanni Peccati
Publication date: 2 September 2010
Full work available at URL: https://arxiv.org/abs/0906.4419
fractional Brownian motion; Malliavin calculus; Stein's method; central limit theorems; multiple integrals; isonormal Gaussian processes
60F05: Central limit and other weak theorems
60G22: Fractional processes, including fractional Brownian motion
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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