Stein's method for invariant measures of diffusions via Malliavin calculus

Stochastic Processes and their Applications

Volumn 122, Issue 4, 2012, Pages 1627-1651

  Kusuoka, Seiichiro ^a   Tudor, Ciprian A ^b  

^a KYOTO UNIVERSITY   (Japan)

^b UNIVERSITÉ LILLE 1   (France)

Author keywords

Berry Ess en bounds; Diffusions; Invariant measure; Malliavin calculus; Multiple stochastic integrals; Stein's method; Weak convergence

Indexed keywords

INVARIANT MEASURE; MALLIAVIN CALCULUS; MULTIPLE STOCHASTIC INTEGRALS; STEIN'S METHOD; WEAK CONVERGENCE;

INTEGRAL EQUATIONS; PROBABILITY DENSITY FUNCTION;

DIFFUSION;

EID: 84857936163     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2012.02.005     Document Type: Article

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