Normal Approximations with Malliavin Calculus

Autori

• Ivan Nourdin
• Giovanni Peccati

Parametri

• 254 pagine
• 9 ore di lettura

• Matematica

Maggiori informazioni sul libro

The book explores the derivation of quantitative central limit theorems through the integration of Stein's method and Malliavin calculus, two influential techniques in probability theory. It offers a detailed examination of how these methods can be effectively combined to enhance understanding and application of central limit theorems in various contexts.

Lingua: Inglese

Pubblicato: 2015

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