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Limit theorems with Malliavin calculus and Stein's method

Authors :
Garino, Valentin
Nourdin, Ivan [superviser]
Publication Year :
2022
Publisher :
University of Luxembourg, ​​Luxembourg, 2022.

Abstract

We use recent tools from stochastic analysis (such as Stein's method and Malliavin calculus) to study the asymptotic behaviour of some functionals of a Gaussien Field.

Subjects

Subjects :
Malliavin calculus
Mathematics [G03] [Physical, chemical, mathematical & earth Sciences]
Stein's method
Mathématiques [G03] [Physique, chimie, mathématiques & sciences de la terre]
Fractional Brownian motion
Hermite processes
Stochastic calculus

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.od......2658..6d1026f158de173a02bbd2c35509ff15

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