Malliavin–Stein method: a survey of some recent developments
نویسندگان
چکیده
Initiated around the year 2007, Malliavin–Stein approach to probabilistic approximations combines Stein’s method with infinite-dimensional integration by parts formulae based on use of Malliavin-type operators. In last decade, techniques have allowed researchers establish new quantitative limit theorems in a variety domains theoretical and applied stochastic analysis. The aim this survey is illustrate some latest developments method, specific emphasis extensions generalizations framework Markov semigroups random point measures.
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ژورنال
عنوان ژورنال: Modern stochastics: theory and applications
سال: 2021
ISSN: ['2351-6046', '2351-6054']
DOI: https://doi.org/10.15559/21-vmsta184