Non-uniform Berry-Esseen bounds via Malliavin-Stein method
arXiv:2409.01550
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.
arXiv comment9 pages