Reference : Limit theorems with Malliavin calculus and Stein's method
Dissertations and theses : Doctoral thesis
Physical, chemical, mathematical & earth Sciences : Mathematics
Limit theorems with Malliavin calculus and Stein's method
Garino, Valentin mailto [University of Luxembourg > Faculty of Science, Technology and Medecine (FSTM) > >]
University of Luxembourg, ​​Luxembourg
Docteur en Mathématiques
Nourdin, Ivan mailto
[en] Malliavin calculus ; Stein's method ; Stochastic calculus ; Fractional Brownian motion ; Hermite processes
[en] 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.
FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018

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