Normal Approximations with Malliavin Calculus

Name: Normal Approximations with Malliavin Calculus
Brand: Cambridge University Press
SKU: 2243905
Author: Giovanni (Universite du Luxembourg) Peccati

Giovanni (Universite du Luxembourg) Peccati, France) Ivan (Universite de Nancy I Nourdin

Cambridge University Press

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This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein's method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probability and statistics.

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