On the Gaussian approximation of vector-valued multiple integrals
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Publication:538180
DOI10.1016/j.jmva.2011.02.001zbMath1274.60072arXiv1009.1310MaRDI QIDQ538180
Publication date: 23 May 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.1310
cumulants; Malliavin calculus; central limit theorem; multiple integrals; Ornstein-Uhlenbeck semigroup
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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Cites Work
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- Cumulants on the Wiener space
- Multivariate normal approximation using Stein's method and Malliavin calculus
- Multiple stochastic integrals with dependent integrators
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- The Malliavin Calculus and Related Topics
- Stein's method meets Malliavin calculus: a short survey with new estimates