Normal approximations with Malliavin calculus : from Stein's method to universality
"Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of varia...
Guardat en:
| Autors principals: | , |
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| Format: | Livre papier |
| Idioma: | Anglais |
| Publicat: |
Cambridge ; New York :
Cambridge University Press
C 2012.
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| Col·lecció: | Cambridge tracts in mathematics
192 |
| Matèries: | |
| Nota: |
Informations complémentaires sur la publication à l'adresse. http://www.cambridge.org/9781107017771 |
| Autres localisations: | Voir dans le Sudoc |