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2024-09-03
Non-uniform Berry-Esseen bounds via Malliavin-Stein method
Nguyen Tien DungLe ViPham Thi Phuong Thuy
文献摘要
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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