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Journal Articles ESAIM: Proceedings Year : 2015

The {Stein-Dirichlet-Malliavin} method

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Abstract

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.
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hal-01148692 , version 1 (05-05-2015)

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Laurent Decreusefond. The {Stein-Dirichlet-Malliavin} method. ESAIM: Proceedings, 2015, 51, pp.49-59. ⟨10.1051/proc/201551003⟩. ⟨hal-01148692⟩
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