Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2406.15801 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- In this PhD thesis, we apply a combination of Malliavin calculus and Stein's method in the framework of probability approximations. The specific problems we tackle with these methods are motivated by probabilistic models in cosmology (Part I: Quantitative CLTs for non linear functionals of random hyperspherical harmonics) and finance (Part II: The fractional Ornstein-Uhlenbeck process in rough volatility modelling). In this second part we also apply techniques from Large Deviations theory (Section: Short-time asymptotics for non self-similar stochastic volatility models).