Stein's method for invariant measures of diffusions via Malliavin calculus

DOI10.1016/j.spa.2012.02.005zbMath1242.60023arXiv1109.0684MaRDI QIDQ424492

Seiichiro Kusuoka, Ciprian A. Tudor

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.0684

zbMATH Keywords

weak convergence; Malliavin calculus; Stein's method; invariant measure; diffusions; multiple stochastic integrals; Berry; Esseen bounds

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

60F05: Central limit and other weak theorems

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

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