No full text
Doctoral thesis (Dissertations and theses)
Optimal rates, Fourth Moment Theorems and non-linear functionals of Brownian local times
Campese, Simon
2014
 

Files


Full Text
No document available.

Send to



Details



Keywords :
Malliavin calculus; Stein's method; limit theorems; Brownian motion; local times; Markov generators
Abstract :
[en] The present dissertation provides contributions to three distinct topics of modern stochastic analysis, namely: (a) optimal rates of convergence in multidimensional central limit theorems (CLTs) on a Gaussian space, (b) Fourth Moment Theorems (and associated multidimensional generalisations) in the framework of the chaos of a Markov generator and (c) CLTs for non-linear functionals of Brownian local times.
Disciplines :
Mathematics
Author, co-author :
Campese, Simon ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Optimal rates, Fourth Moment Theorems and non-linear functionals of Brownian local times
Defense date :
14 October 2014
Number of pages :
xv,118
Institution :
Unilu - University of Luxembourg, Luxembourg, Luxembourg
Degree :
Docteur en Mathématiques
President :
Jury member :
Ledoux, Michel
Thalmaier, Anton 
Tudor, Ciprian A.
Available on ORBilu :
since 10 March 2015

Statistics


Number of views
292 (49 by Unilu)
Number of downloads
0 (0 by Unilu)

Bibliography


Similar publications



Contact ORBilu