On Malliavin-Stein's method

Date
2023/12/11 Mon 13:30 - 14:30
Room
3号館127大会議室
Speaker
Masahisa Ebina
Affiliation
Kyoto University
Abstract

Roughly speaking, Stein's method is a method to evaluate the distance between probability distributions by means of differential operators, while Malliavin calculus is a theory to treat the derivatives of the functionals on the Wiener space and the functionals of general Gaussian processes. In this talk, I will give a basic description of Malliavin-Stein's method, which is a combination of Stein's method and Malliavin calculus, and introduce related problems if time permits.