Bound for an Approximation of Invariant Density of Diffusions via Density Formula in Malliavin Calculus

The <i>Kolmogorov</i> and <i>total variation</i> distance between the laws of random variables have upper bounds represented by the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mi>L</mi><mn>1</mn></msup></semantics></math></inline-formula>-norm...

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Detalles Bibliográficos

Principais autores:	Yoon-Tae Kim, Hyun-Suk Park
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2023-05-01
Series:	Mathematics
Assuntos:	Malliavin calculus invariant measure density function Stein’s bound fourth moment theorem probabilistic distance
Acceso en liña:	https://www.mdpi.com/2227-7390/11/10/2302
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