Normal Approximations with Malliavin Calculus

Download or Read eBook Normal Approximations with Malliavin Calculus PDF 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.
Normal Approximations with Malliavin Calculus
Author :
Publisher : Cambridge University Press
Total Pages : 255
Release :
ISBN-10 : 9781107017771
ISBN-13 : 1107017777
Rating : 4/5 (71 Downloads)

Book Synopsis Normal Approximations with Malliavin Calculus by : Ivan Nourdin

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.


Normal Approximations with Malliavin Calculus Related Books

Normal Approximations with Malliavin Calculus
Language: en
Pages: 255
Authors: Ivan Nourdin
Categories: Mathematics
Type: BOOK - Published: 2012-05-10 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus
Introduction to Malliavin Calculus
Language: en
Pages: 249
Authors: David Nualart
Categories: Business & Economics
Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
Normal Approximation by Stein’s Method
Language: en
Pages: 411
Authors: Louis H.Y. Chen
Categories: Mathematics
Type: BOOK - Published: 2010-10-13 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizi
Selected Aspects of Fractional Brownian Motion
Language: en
Pages: 133
Authors: Ivan Nourdin
Categories: Mathematics
Type: BOOK - Published: 2013-01-17 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in p
Stochastic Analysis
Language: en
Pages: 359
Authors: Hiroyuki Matsumoto
Categories: Mathematics
Type: BOOK - Published: 2017 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Developing the Itô calculus and Malliavin calculus in tandem, this book crystallizes modern day stochastic analysis into a single volume.