| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129760 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
We derive conditional Edgeworth-type expansions for Skorohod and Itô integrals with respect to Brownian motion, based on cumulant operators defined by the Malliavin calculus. As a consequence we obtain conditional Stein approximation bounds for multiple stochastic integrals and quadratic Brownian functionals.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nicolas Privault, Qihao She,