Cover Image

An extension of Stein's method incorporating independence

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Balašev-Samarski, Aleksandar, Mansouri, Abdol-Reza
Format:	Preprint
Published:	2025
Subjects:	Probability 60B10, 60H07
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

An extension of Stein's method incorporating dependence
by: Balašev-Samarski, Aleksandar, et al.
Published: (2026)

Optimal Rates for Ergodic SDEs Driven by Multiplicative $α$-Stable Processes in Wasserstein-1 distance
by: Jin, Xinghu, et al.
Published: (2025)

On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes
by: Belfadli, Rachid, et al.
Published: (2025)

Density convergence on Markov diffusion chaos via Stein's method
by: Dang, Thanh, et al.
Published: (2025)

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
by: Przybyłowicz, Paweł, et al.
Published: (2022)

Large deviations for a spatial average of stochastic heat and wave equations
by: Ebina, Masahisa
Published: (2024)

Existence of density functions for SDEs driven by pure-jump processes
by: Nakagawa, Takuya, et al.
Published: (2023)

Malliavin Calculus for rough stochastic differential equations
by: Bugini, Fabio, et al.
Published: (2024)

Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation
by: Halconruy, Hélène
Published: (2021)

A Poisson-Alekseev-Gröbner formula through Malliavin calculus for Poisson random integrals
by: Maurer, Paul, et al.
Published: (2025)

$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)

Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)

On the positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
by: Burés, Òscar, et al.
Published: (2024)

Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

Quadratic Mean-Field BSDEs and Exponential Utility Maximization
by: Ding, Yining, et al.
Published: (2025)

Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

Regularity of stochastic differential equations on the Wiener space by coupling
by: Geiss, Stefan, et al.
Published: (2024)

Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)

Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
by: Rickelhoff, Sebastian, et al.
Published: (2024)

Coupling of forward-backward stochastic differential equations on the Wiener space, and application on regularity
by: Zhou, Xilin
Published: (2025)

Malliavin calculus for signatures with applications to finance
by: Jaber, Eduardo Abi, et al.
Published: (2026)

Regularisation of cylindrical Lévy processes in Besov spaces
by: Griffiths, Matthew, et al.
Published: (2024)

Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
by: Hu, Yaozhong, et al.
Published: (2023)

Hörmander properties of discrete time Markov processes
by: Rey, Clément
Published: (2024)

Fractional Diffusion Bridges
by: Inahama, Yuzuru
Published: (2025)

A new criterion for recurrence of Markov chains with an infinitely countable set of states
by: Abramov, Vyacheslav M.
Published: (2024)

Intertemporal Cost-efficient Consumption
by: Elizalde, Mauricio, et al.
Published: (2024)

On a Problem of M. Kac on Laplace Distributions
by: Koirala, Robert
Published: (2026)

Density convergence of spatial average of solution to a one dimensional stochastic wave equation
by: Sun, Chengbo, et al.
Published: (2025)

Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach
by: Bogso, Antoine Marie, et al.
Published: (2025)

Random rotational invariance of integration by parts formulas within a Bismut-type approach
by: Dehò, Susanna, et al.
Published: (2025)

Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation
by: Cui, Jianbo, et al.
Published: (2019)

Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
by: Bogso, Antoine-Marie, et al.
Published: (2023)

Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
by: Bogso, Antoine-Marie, et al.
Published: (2022)

Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)

Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients
by: Qiao, Huijie, et al.
Published: (2022)

Tightness criteria for random compact sets of cadlag paths
by: Freeman, Nic, et al.
Published: (2025)

Optimal investment with insider information using Skorokhod & Russo-Vallois integration
by: Elizalde, Mauricio, et al.
Published: (2022)

Normal approximation for the polynomial functionals of correlated random field sampling along random walk path in dimension $1+1$
by: Huang, Ao, et al.
Published: (2026)

The Poisson transport map
by: López-Rivera, Pablo, et al.
Published: (2024)