Normal Approximations with Malliavin Calculus: From Stein's Method to Universality: 192 (Cambridge Tracts in Mathematics, Series Number 192) - Hardcover

Nourdin, Ivan; Peccati, Giovanni

 
9781107017771: Normal Approximations with Malliavin Calculus: From Stein's Method to Universality: 192 (Cambridge Tracts in Mathematics, Series Number 192)

Synopsis

This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.

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About the Authors

Ivan Nourdin is Full Professor at Nancy University 1, France.

Giovanni Peccati is Full Professor in Stochastic Analysis and Finance at the University of Luxembourg.

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