Non-uniform Berry–Esseen bounds via Malliavin–Stein method

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.

Authors

Publication Details

Journal
Comptes Rendus Mathématique
Published
2025-05-26
DOI
https://doi.org/10.5802/crmath.688
Citations
2
Primary Topic
Spectral Theory in Mathematical Physics
Type
article
Field-Weighted Citation Impact
7.38

Funders

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article

Non-uniform Berry–Esseen bounds via Malliavin–Stein method

Nguyen Tien Dung, Le Vi, Pham Thi Phuong Thuy
2 citations
Comptes Rendus Mathématique
Spectral Theory in Mathematical Physics
7.38
article

Non-uniform Berry–Esseen bounds via Malliavin–Stein method

Nguyen Tien Dung, Le Vi, Pham Thi Phuong Thuy
article en
2 citations

Abstract

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.

Comptes Rendus MathématiqueVol. 363(G5)
National Foundation for Science and Technology Development
Openalex Percentile: Top 4%
Spectral Theory in Mathematical Physics
7.38
DOIOpen Access PDFOpenAlex
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Non-uniform Berry–Esseen bounds via Malliavin–Stein method — Nguyen Tien Dung, Le Vi, et al. · Comptes Rendus Mathématique (2025) | TGRS Research Map | TGRS