Malliavin–Stein method: a survey of some recent developments
Open Access
- 22 June 2021
- journal article
- research article
- Published by VTeX in Modern Stochastics: Theory and Applications
- Vol. 8 (2), 1-37
- https://doi.org/10.15559/21-vmsta184
Abstract
Initiated around the year 2007, the Malliavin-Stein approach to probabilistic approximations combines Stein's method with infinite-dimensional integration by parts formulae based on the use of Malliavin-type operators. In the last decade, Malliavin-Stein techniques have allowed researchers to establish new quantitative limit theorems in a variety of domains of theoretical and applied stochastic analysis. The aim of this survey is to illustrate some of the latest developments of the Malliavin-Stein method, with specific emphasis on extensions and generalizations in the framework of Markov semigroups and of random point measures.Keywords
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