Optimal rate of convergence for vector-valued Wiener-Itô integral

arXiv2303.03047MaRDI QIDQ6154364FDOQ6154364

Authors: Huiping Chen

Publication date: 15 February 2024

Full work available at URL: https://arxiv.org/abs/2303.03047

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zbMATH Keywords

Malliavin calculus Stein's method optimal rate of convergence method of cumulants vector-valued Wiener-Itô integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05)

Cites Work

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