Limit theorems with Malliavin calculus and Stein's method

Reference : Limit theorems with Malliavin calculus and Stein's method


	Document type :	Dissertations and theses : Doctoral thesis
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/52008

Title :	Limit theorems with Malliavin calculus and Stein's method
Language :	English
Author, co-author :	Garino, Valentin [University of Luxembourg > Faculty of Science, Technology and Medecine (FSTM) > >]
Publication date :	11-Jul-2022
Institution :	University of Luxembourg, Luxembourg
Name of the degree :	Docteur en Mathématiques
Number of pages :	171
Supervisor :	Nourdin, Ivan
Keywords :	[en] 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.
Target :	Researchers
Permalink :	http://hdl.handle.net/10993/52008
FnR project :	FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018

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Open access	PHD_Dissertation_GARINO.pdf		Author postprint	1.06 MB	View/Open

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