Non-uniform Berry–Esseen bounds via Malliavin–Stein method
Copyright policy )Non-uniform Berry–Esseen bounds via Malliavin–Stein method
In this paper, we establish non-uniform Berry–Esseen bounds by means of the Malliavin–Stein method. Applications to the multiple Wiener–Itô integrals and the exponential functionals of Brownian motion are given to illustrate the theory.
- VNU University of Science Viet Nam
- Department of Mathematics
- Vietnam National University, Hanoi Viet Nam
- VNU University of Education Viet Nam
Stochastic calculus of variations and the Malliavin calculus, Stochastic integrals, Probability (math.PR), Malliavin–Stein method, Central limit and other weak theorems, non-uniform Berry–Esseen bound, QA1-939, FOS: Mathematics, Wiener-Itô integrals, Brownian motion, Berry-Esseen bounds, Mathematics, Malliavin-Stein method, Mathematics - Probability
Stochastic calculus of variations and the Malliavin calculus, Stochastic integrals, Probability (math.PR), Malliavin–Stein method, Central limit and other weak theorems, non-uniform Berry–Esseen bound, QA1-939, FOS: Mathematics, Wiener-Itô integrals, Brownian motion, Berry-Esseen bounds, Mathematics, Malliavin-Stein method, Mathematics - Probability
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).2 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!