Doctoral thesis (Dissertations and theses)
Limit theorems with Malliavin calculus and Stein's method
Garino, Valentin
2022
 

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Keywords :
Malliavin calculus; Stein's method; Stochastic calculus; Fractional Brownian motion; Hermite processes
Abstract :
[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.
Disciplines :
Mathematics
Author, co-author :
Garino, Valentin ;  University of Luxembourg > Faculty of Science, Technology and Medecine (FSTM)
Language :
English
Title :
Limit theorems with Malliavin calculus and Stein's method
Defense date :
11 July 2022
Number of pages :
171
Institution :
Unilu - University of Luxembourg, Luxembourg
Degree :
Docteur en Mathématiques
Promotor :
FnR Project :
FNR12582675 - Approximation Of Gaussian Functionals, 2018 (01/09/2019-31/08/2022) - Ivan Nourdin
Available on ORBilu :
since 04 September 2022

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