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Normal Approximations with Malliavin Calculus

Normal Approximations with Malliavin Calculus
Author :
Publisher : Cambridge University Press
Total Pages : 255
Release :
ISBN-10 : 9781107017771
ISBN-13 : 1107017777
Rating : 4/5 (71 Downloads)
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Book Synopsis Normal Approximations with Malliavin Calculus by : Ivan Nourdin

Download or read book Normal Approximations with Malliavin Calculus written by Ivan Nourdin and published by Cambridge University Press. This book was released on 2012-05-10 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.


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This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus
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Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi