The Malliavin–Stein Method

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

The Stein’s method, initiated in the 1970s by Charles Stein, is a procedure to estimate the rate of convergence in CLT-like theorems. It gained a new momentum in the beginning of the millennium thanks to the insights given by the Malliavin calculus.

Original languageEnglish
Title of host publicationBocconi and Springer Series
PublisherSpringer-Verlag Italia s.r.l.
Pages149-169
Number of pages21
DOIs
Publication statusPublished - 1 Jan 2022

Publication series

NameBocconi and Springer Series
Volume10
ISSN (Print)2039-1471
ISSN (Electronic)2039-148X

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