Geodesic
The Stein-Dirichlet-Malliavin method
L. Decreusefond1
1 Institut Mines-Telecom, Telecom ParisTech, CNRS LTCI, Paris, France
ESAIM. Proceedings, Tome 51 (2015), pp. 49-59.

Voir la notice de l'article provenant de la source EDP Sciences

The Stein’s method is a popular method used to derive upper-bounds of distances between probability distributions. It can be viewed, in certain of its formulations, as an avatar of the semi-group or of the smart-path method used commonly in Gaussian analysis. We show how this procedure can be enriched by Malliavin calculus leading to a functional approach valid in infinite dimensional spaces.
DOI : 10.1051/proc/201551003

L. Decreusefond 1

1 Institut Mines-Telecom, Telecom ParisTech, CNRS LTCI, Paris, France 
@article{EP_2015_51_a3,
     author = {L. Decreusefond},
     title = {The {Stein-Dirichlet-Malliavin} method},
     journal = {ESAIM. Proceedings},
     pages = {49--59},
     publisher = {mathdoc},
     volume = {51},
     year = {2015},
     doi = {10.1051/proc/201551003},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201551003/}
}
TY  - JOUR
AU  - L. Decreusefond
TI  - The Stein-Dirichlet-Malliavin method
JO  - ESAIM. Proceedings
PY  - 2015
SP  - 49
EP  - 59
VL  - 51
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1051/proc/201551003/
DO  - 10.1051/proc/201551003
LA  - en
ID  - EP_2015_51_a3
ER  - 
%0 Journal Article
%A L. Decreusefond
%T The Stein-Dirichlet-Malliavin method
%J ESAIM. Proceedings
%D 2015
%P 49-59
%V 51
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/201551003/
%R 10.1051/proc/201551003
%G en
%F EP_2015_51_a3
L. Decreusefond. The Stein-Dirichlet-Malliavin method. ESAIM. Proceedings, Tome 51 (2015), pp. 49-59. doi : 10.1051/proc/201551003. http://geodesic.mathdoc.fr/articles/10.1051/proc/201551003/

Cité par Sources :