General Upper and Lower Tail Estimates Using Malliavin Calculus and Stein’s Equations

Progress in Probability

Volumn 67, Issue , 2013, Pages 55-84

  Eden, Richard ^a   Viens, Frederi ^b  

^a ATENEO DE MANILA UNIVERSITY   (Philippines)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Malliavin calculus; Pearson distribution; Stein s equation; tail estimate

Indexed keywords

EID: 85145061227     PISSN: 10506977     EISSN: 22970428     Source Type: Book Series    
DOI: 10.1007/978-3-0348-0545-2_3     Document Type: Chapter

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