Normal Approximations with Malliavin Calculus
Author | : Ivan Nourdin |
Publisher | : Cambridge University Press |
Total Pages | : 255 |
Release | : 2012-05-10 |
ISBN-10 | : 9781107017771 |
ISBN-13 | : 1107017777 |
Rating | : 4/5 (777 Downloads) |
Download or read book Normal Approximations with Malliavin Calculus written by Ivan Nourdin and published by Cambridge University Press. This book was released on 2012-05-10 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.