Malliavin-Stein Method: a Survey of Recent Developments
@article{Azmoodeh2018MalliavinSteinMA, title={Malliavin-Stein Method: a Survey of Recent Developments}, author={E. Azmoodeh and G. Peccati and Xiaochuan Yang}, journal={arXiv: Probability}, year={2018} }
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 short survey is to illustrate some of the latest developments of the… Expand
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References
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