Malliavin-Stein Method: a Survey of Recent Developments
Probability
2021-02-16 v2
Abstract
Initiated around the year 2007, the Malliavin-Stein approach to probabilistic approximations combines Stein's method with infinite-dimensional integration by parts formulae based on the use of Malliavin-type operators. In the last decade, Malliavin-Stein techniques have allowed researchers to establish new quantitative limit theorems in a variety of domains of theoretical and applied stochastic analysis. The aim of this survey is to illustrate some of the latest developments of the Malliavin-Stein method, with specific emphasis on extensions and generalisations in the framework of Markov semigroups and of random point measures.
Keywords
Cite
@article{arxiv.1809.01912,
title = {Malliavin-Stein Method: a Survey of Recent Developments},
author = {Ehsan Azmoodeh and Giovanni Peccati and Xiaochuan Yang},
journal= {arXiv preprint arXiv:1809.01912},
year = {2021}
}
Comments
arXiv admin note: text overlap with arXiv:1009.1310 by other authors