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