Non-uniform Berry–Esseen bounds via Malliavin–Stein method
In this paper, we establish non-uniform Berry–Esseen bounds by means of the Malliavin–Stein method. Applications to the multiple Wiener–Itô integrals and the exponential functionals of Brownian motion are given to illustrate the theory.
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2025-05-01
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| Series: | Comptes Rendus. Mathématique |
| Subjects: | |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.688/ |
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