Edgeworth Expansions for Integrals of Smooth Functions
نویسندگان
چکیده
منابع مشابه
Stein approximation for Itô and Skorohod integrals by Edgeworth type expansions
We derive 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 Stein approximation bounds for stochastic integrals, which apply to SDE solutions and to multiple stochastic integrals.
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1977
ISSN: 0091-1798
DOI: 10.1214/aop/1176995667